OHI gamma max, delta neutral & open interest levels
As of close · rank #1633 by open interest · snapshot page
OHI closed 6.3% below its gamma max of 49.95. It is 1.7% above the delta neutral price of 46.21. Total open interest is 19,896, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OHI
Where is OHI's gamma max today?
As of Sep 11, 2026, the gamma max for OHI is 49.95, +6.3% from the 46.99 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 OHI above or below its delta neutral price?
OHI closed above delta neutral: 46.99 against a delta neutral price of 46.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OHI have?
19,896 contracts of open interest across 131 listed contracts on Sep 11, 2026, +0.3% 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.