KGS gamma max, delta neutral & open interest levels
As of close · rank #1647 by open interest · snapshot page
KGS closed 24.7% below its gamma max of 79.61. It is 2.2% above the delta neutral price of 62.43. Total open interest is 19,618, -1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about KGS
Where is KGS's gamma max today?
As of Sep 11, 2026, the gamma max for KGS is 79.61, +24.7% from the 63.85 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is KGS above or below its delta neutral price?
KGS closed above delta neutral: 63.85 against a delta neutral price of 62.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KGS have?
19,618 contracts of open interest across 134 listed contracts on Sep 11, 2026, -1.2% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.