ODD gamma max, delta neutral & open interest levels
As of close · rank #1203 by open interest · snapshot page
ODD closed 4.2% above its gamma max of 17.51. It is 31.7% above the delta neutral price of 12.48. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 37,158, -11.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ODD
Where is ODD's gamma max today?
As of Sep 11, 2026, the gamma max for ODD is 17.51, -4.2% from the 18.28 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 ODD above or below its delta neutral price?
ODD closed above delta neutral: 18.28 against a delta neutral price of 12.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ODD have?
37,158 contracts of open interest across 169 listed contracts on Sep 11, 2026, -11.3% 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.