OBE gamma max, delta neutral & open interest levels
As of close · rank #770 by open interest · snapshot page
OBE closed 6.3% above its gamma max of 12.16. It is 52.2% above the delta neutral price of 6.19. Total open interest is 79,008, +4.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OBE
Where is OBE's gamma max today?
As of Sep 11, 2026, the gamma max for OBE is 12.16, -6.3% from the 12.97 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 OBE above or below its delta neutral price?
OBE closed above delta neutral: 12.97 against a delta neutral price of 6.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OBE have?
79,008 contracts of open interest across 55 listed contracts on Sep 11, 2026, +4.0% 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.