KMB gamma max, delta neutral & open interest levels
As of close · rank #738 by open interest · snapshot page
KMB closed 15.4% below its gamma max of 113.26. It is 3.3% below the delta neutral price of 101.38. Total open interest is 85,628, -7.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about KMB
Where is KMB's gamma max today?
As of Sep 11, 2026, the gamma max for KMB is 113.26, +15.4% from the 98.15 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 KMB above or below its delta neutral price?
KMB closed below delta neutral: 98.15 against a delta neutral price of 101.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KMB have?
85,628 contracts of open interest across 468 listed contracts on Sep 11, 2026, -7.9% 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.