OC gamma max, delta neutral & open interest levels
As of close · rank #1888 by open interest · snapshot page
OC closed 10.4% below its gamma max of 145.60. It is 4.0% above the delta neutral price of 126.67. Total open interest is 14,309, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OC
Where is OC's gamma max today?
As of Sep 11, 2026, the gamma max for OC is 145.60, +10.4% from the 131.90 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 OC above or below its delta neutral price?
OC closed above delta neutral: 131.90 against a delta neutral price of 126.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OC have?
14,309 contracts of open interest across 176 listed contracts on Sep 11, 2026, +0.2% 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.