KORU gamma max, delta neutral & open interest levels
As of close · rank #252 by open interest · 1,378 sessions of history since Dec 1, 2020
KORU closed 76.9% below its gamma max of 40.87. It is 11.0% above the delta neutral price of 20.56. Total open interest is 430,270, -6.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 40% |
| Gamma max crosses | 25 |
| Delta neutral crosses | 30 |
| Open interest percentile (1y) | 86th |
| Open interest change, 5 sessions | -4.2% |
| Open interest change, 21 sessions | -23.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 23.84 vs 45.36 (-90.3%)
- closed above gamma max at 23.47 vs 18.11 (+22.8%)
- closed above delta neutral at 20.15 vs 19.95 (+1.0%)
- closed below delta neutral at 19.18 vs 19.63 (-2.3%)
- closed above delta neutral at 20.83 vs 18.91 (+9.2%)
- closed below delta neutral at 18.76 vs 19.00 (-1.3%)
- closed above delta neutral at 20.33 vs 19.59 (+3.6%)
- closed below delta neutral at 17.84 vs 19.30 (-8.2%)
- closed below gamma max at 21.60 vs 27.10 (-25.5%)
- closed above gamma max at 20.32 vs 20.28 (+0.2%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about KORU
Where is KORU's gamma max today?
As of Sep 11, 2026, the gamma max for KORU is 40.87, +76.9% from the 23.11 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 KORU above or below its delta neutral price?
KORU closed above delta neutral: 23.11 against a delta neutral price of 20.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KORU have?
430,270 contracts of open interest across 1,441 listed contracts on Sep 11, 2026, -6.3% 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.