KR gamma max, delta neutral & open interest levels
As of close · rank #576 by open interest · 1,379 sessions of history since Dec 1, 2020
KR closed 8.7% below its gamma max of 63.57. It is 1.1% below the delta neutral price of 59.15. Total open interest is 126,333, -16.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 39 |
| Open interest percentile (1y) | 46th |
| Open interest change, 5 sessions | -12.8% |
| Open interest change, 21 sessions | -5.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 58.59 vs 59.30 (-1.2%)
- closed above delta neutral at 57.72 vs 57.58 (+0.2%)
- closed below delta neutral at 56.93 vs 58.07 (-2.0%)
- closed above delta neutral at 59.08 vs 58.14 (+1.6%)
- closed below delta neutral at 57.74 vs 58.67 (-1.6%)
- closed below gamma max at 57.74 vs 62.44 (-8.1%)
- closed above gamma max at 59.87 vs 57.36 (+4.2%)
- closed above delta neutral at 57.98 vs 57.28 (+1.2%)
- closed below delta neutral at 55.76 vs 57.12 (-2.4%)
- closed above delta neutral at 57.54 vs 57.29 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about KR
Where is KR's gamma max today?
As of Sep 11, 2026, the gamma max for KR is 63.57, +8.7% from the 58.49 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 KR above or below its delta neutral price?
KR closed below delta neutral: 58.49 against a delta neutral price of 59.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KR have?
126,333 contracts of open interest across 435 listed contracts on Sep 11, 2026, -16.1% 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.