Data through close

OCUL gamma max, delta neutral & open interest levels

As of close · rank #824 by open interest · snapshot page

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Close
10.49
prev 10.62
Gamma max
11.11
+5.9% from close
Delta neutral
8.65
-17.5% from close
Gamma neutral
8.84
-15.7% from close
Open interest
71,611
+0.7% vs prev
Contracts listed
137
88 calls · 50 puts

OCUL closed 5.9% below its gamma max of 11.11. It is 17.5% above the delta neutral price of 8.65. Total open interest is 71,611, +0.7% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about OCUL

Where is OCUL's gamma max today?

As of Sep 11, 2026, the gamma max for OCUL is 11.11, +5.9% from the 10.49 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 OCUL above or below its delta neutral price?

OCUL closed above delta neutral: 10.49 against a delta neutral price of 8.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OCUL have?

71,611 contracts of open interest across 137 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.