KKR gamma max, delta neutral & open interest levels
As of close · rank #323 by open interest · 1,379 sessions of history since Dec 1, 2020
KKR closed 19.4% below its gamma max of 120.67. It is 8.4% below the delta neutral price of 109.59. Total open interest is 295,356, +2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 17 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | +2.8% |
| Open interest change, 21 sessions | +7.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 107.02 vs 109.07 (-1.9%)
- closed above delta neutral at 110.46 vs 108.91 (+1.4%)
- closed below delta neutral at 107.19 vs 108.84 (-1.5%)
- closed above delta neutral at 110.97 vs 108.41 (+2.3%)
- closed below delta neutral at 105.65 vs 106.91 (-1.2%)
- closed above delta neutral at 106.56 vs 106.31 (+0.2%)
- closed below delta neutral at 103.81 vs 104.56 (-0.7%)
- closed above delta neutral at 104.33 vs 104.15 (+0.2%)
- closed below delta neutral at 101.64 vs 102.92 (-1.3%)
- closed above delta neutral at 100.43 vs 98.07 (+2.3%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about KKR
Where is KKR's gamma max today?
As of Sep 11, 2026, the gamma max for KKR is 120.67, +19.4% from the 101.08 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 KKR above or below its delta neutral price?
KKR closed below delta neutral: 101.08 against a delta neutral price of 109.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KKR have?
295,356 contracts of open interest across 757 listed contracts on Sep 11, 2026, +2.5% 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.