KRE gamma max, delta neutral & open interest levels
As of close · rank #54 by open interest · 1,379 sessions of history since Dec 1, 2020
KRE closed 8.7% below its gamma max of 80.30. It is 1.9% below the delta neutral price of 75.32. Total open interest is 1,924,212, -0.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 15 |
| Open interest percentile (1y) | 58th |
| Open interest change, 5 sessions | -0.9% |
| Open interest change, 21 sessions | -8.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 76.85 vs 76.97 (-0.2%)
- closed below gamma max at 76.69 vs 81.25 (-5.9%)
- closed above gamma max at 77.92 vs 77.89 (+0.0%)
- closed above delta neutral at 73.18 vs 72.63 (+0.7%)
- closed below delta neutral at 71.11 vs 71.67 (-0.8%)
- closed above delta neutral at 70.19 vs 69.83 (+0.5%)
- closed below delta neutral at 69.57 vs 69.86 (-0.4%)
- closed above delta neutral at 70.30 vs 70.18 (+0.2%)
- closed below delta neutral at 68.56 vs 69.21 (-0.9%)
- closed above delta neutral at 68.69 vs 67.93 (+1.1%)
In today's screens
Neighbours by open interest
Questions people ask about KRE
Where is KRE's gamma max today?
As of Sep 11, 2026, the gamma max for KRE is 80.30, +8.7% from the 73.90 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 KRE above or below its delta neutral price?
KRE closed below delta neutral: 73.90 against a delta neutral price of 75.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KRE have?
1,924,212 contracts of open interest across 964 listed contracts on Sep 11, 2026, -0.7% 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.