Data through close

KOS gamma max, delta neutral & open interest levels

As of close · rank #347 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
3.02
prev 2.94
Gamma max
2.99
-1.1% from close
Delta neutral
1.48
-50.9% from close
Gamma neutral
3.02
0.0% from close
Open interest
257,182
+1.0% vs prev
Contracts listed
76
52 calls · 37 puts

KOS closed 1.1% above its gamma max of 2.99. It is 50.9% above the delta neutral price of 1.48. Total open interest is 257,182, +1.0% 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 max80%
Gamma max crosses52
Delta neutral crosses0
Open interest percentile (1y)50th
Open interest change, 5 sessions+2.0%
Open interest change, 21 sessions-9.2%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above gamma max at 2.87 vs 2.57 (+10.6%)
  2. closed below gamma max at 2.78 vs 2.94 (-5.6%)
  3. closed above gamma max at 3.02 vs 3.00 (+0.7%)
  4. closed below gamma max at 2.74 vs 2.98 (-8.6%)
  5. closed above gamma max at 2.60 vs 2.50 (+3.9%)
  6. closed below gamma max at 2.54 vs 2.55 (-0.4%)
  7. closed above gamma max at 2.53 vs 2.49 (+1.4%)
  8. closed below gamma max at 2.51 vs 2.56 (-2.0%)
  9. closed above gamma max at 2.56 vs 2.47 (+3.5%)
  10. closed below gamma max at 2.51 vs 2.60 (-3.6%)

In today's screens

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Neighbours by open interest

Questions people ask about KOS

Where is KOS's gamma max today?

As of Sep 11, 2026, the gamma max for KOS is 2.99, -1.1% from the 3.02 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 KOS above or below its delta neutral price?

KOS closed above delta neutral: 3.02 against a delta neutral price of 1.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KOS have?

257,182 contracts of open interest across 76 listed contracts on Sep 11, 2026, +1.0% 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.