KNX gamma max, delta neutral & open interest levels
As of close · rank #1527 by open interest · snapshot page
KNX closed 6.2% below its gamma max of 72.22. It is 4.9% above the delta neutral price of 64.65. Total open interest is 22,566, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about KNX
Where is KNX's gamma max today?
As of Sep 11, 2026, the gamma max for KNX is 72.22, +6.2% from the 67.97 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 KNX above or below its delta neutral price?
KNX closed above delta neutral: 67.97 against a delta neutral price of 64.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KNX have?
22,566 contracts of open interest across 227 listed contracts on Sep 11, 2026, +0.4% 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.