Data through close

OGN gamma max, delta neutral & open interest levels

As of close · rank #600 by open interest · 1,243 sessions of history since Jun 17, 2021

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Close
13.64
prev 13.63
Gamma max
14.00
+2.6% from close
Delta neutral
12.47
-8.6% from close
Gamma neutral
13.64
0.0% from close
Open interest
117,810
0.0% vs prev
Contracts listed
105
72 calls · 51 puts

OGN closed 2.6% below its gamma max of 14.00. It is 8.6% above the delta neutral price of 12.47. Total open interest is 117,810, 0.0% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max11%
Gamma max crosses32
Delta neutral crosses10
Open interest percentile (1y)48th
Open interest change, 5 sessions+0.2%
Open interest change, 21 sessions-1.7%
History availableJun 17, 2021 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 13.63 vs 13.99 (-2.7%)
  2. closed above gamma max at 13.67 vs 11.07 (+19.0%)
  3. closed below gamma max at 13.77 vs 14.83 (-7.7%)
  4. closed above gamma max at 13.76 vs 1.41 (+89.7%)
  5. closed below gamma max at 13.70 vs 13.96 (-1.9%)
  6. closed above gamma max at 13.72 vs 2.50 (+81.8%)
  7. closed below gamma max at 13.66 vs 14.00 (-2.5%)
  8. closed above gamma max at 13.65 vs 2.50 (+81.7%)
  9. closed below gamma max at 13.56 vs 14.00 (-3.2%)
  10. closed above gamma max at 13.55 vs 2.50 (+81.5%)

In today's screens

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Neighbours by open interest

Questions people ask about OGN

Where is OGN's gamma max today?

As of Sep 11, 2026, the gamma max for OGN is 14.00, +2.6% from the 13.64 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 OGN above or below its delta neutral price?

OGN closed above delta neutral: 13.64 against a delta neutral price of 12.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OGN have?

117,810 contracts of open interest across 105 listed contracts on Sep 11, 2026, 0.0% 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.