OBDC gamma max, delta neutral & open interest levels
As of close · rank #1202 by open interest · snapshot page
OBDC closed 13.8% below its gamma max of 12.61. It is 10.3% below the delta neutral price of 12.23. Total open interest is 37,228, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OBDC
Where is OBDC's gamma max today?
As of Sep 11, 2026, the gamma max for OBDC is 12.61, +13.8% from the 11.08 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 OBDC above or below its delta neutral price?
OBDC closed below delta neutral: 11.08 against a delta neutral price of 12.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OBDC have?
37,228 contracts of open interest across 50 listed contracts on Sep 11, 2026, +0.6% 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.