Data through close

KMI gamma max, delta neutral & open interest levels

As of close · rank #304 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
30.86
prev 30.95
Gamma max
33.79
+9.5% from close
Delta neutral
30.21
-2.1% from close
Gamma neutral
29.92
-3.1% from close
Open interest
319,151
-1.1% vs prev
Contracts listed
304
173 calls · 145 puts

KMI closed 9.5% below its gamma max of 33.79. It is 2.1% above the delta neutral price of 30.21. Total open interest is 319,151, -1.1% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max4%
Gamma max crosses16
Delta neutral crosses8
Open interest percentile (1y)46th
Open interest change, 5 sessions+0.2%
Open interest change, 21 sessions+7.4%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 33.62 vs 33.83 (-0.6%)
  2. closed above gamma max at 33.27 vs 32.38 (+2.7%)
  3. closed below gamma max at 32.69 vs 33.57 (-2.7%)
  4. closed above gamma max at 32.54 vs 32.28 (+0.8%)
  5. closed below gamma max at 32.29 vs 32.37 (-0.2%)
  6. closed above gamma max at 32.32 vs 31.36 (+3.0%)
  7. closed below gamma max at 31.69 vs 31.90 (-0.7%)
  8. closed above gamma max at 31.45 vs 31.38 (+0.2%)
  9. closed below gamma max at 31.01 vs 31.17 (-0.5%)
  10. closed above gamma max at 30.99 vs 30.97 (+0.1%)

In today's screens

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Neighbours by open interest

Questions people ask about KMI

Where is KMI's gamma max today?

As of Sep 11, 2026, the gamma max for KMI is 33.79, +9.5% from the 30.86 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 KMI above or below its delta neutral price?

KMI closed above delta neutral: 30.86 against a delta neutral price of 30.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KMI have?

319,151 contracts of open interest across 304 listed contracts on Sep 11, 2026, -1.1% 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.