KO gamma max, delta neutral & open interest levels
As of close · rank #157 by open interest · 1,379 sessions of history since Dec 1, 2020
KO closed 3.3% below its gamma max of 91.18. It is 3.8% above the delta neutral price of 84.91. Total open interest is 696,732, -3.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 7 |
| Open interest percentile (1y) | 58th |
| Open interest change, 5 sessions | -3.1% |
| Open interest change, 21 sessions | -7.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 90.50 vs 91.20 (-0.8%)
- closed above gamma max at 90.35 vs 89.79 (+0.6%)
- closed below gamma max at 89.08 vs 89.11 (-0.0%)
- closed above gamma max at 88.27 vs 87.05 (+1.4%)
- closed below gamma max at 81.56 vs 86.00 (-5.4%)
- closed above gamma max at 84.92 vs 84.73 (+0.2%)
- closed below gamma max at 83.40 vs 85.04 (-2.0%)
- closed above gamma max at 84.00 vs 83.80 (+0.2%)
- closed below gamma max at 82.93 vs 83.66 (-0.9%)
- closed above gamma max at 84.14 vs 83.17 (+1.2%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about KO
Where is KO's gamma max today?
As of Sep 11, 2026, the gamma max for KO is 91.18, +3.3% from the 88.29 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 KO above or below its delta neutral price?
KO closed above delta neutral: 88.29 against a delta neutral price of 84.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KO have?
696,732 contracts of open interest across 615 listed contracts on Sep 11, 2026, -3.2% 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.