OKE gamma max, delta neutral & open interest levels
As of close · rank #621 by open interest · 1,379 sessions of history since Dec 1, 2020
OKE closed 3.9% below its gamma max of 100.44. It is 10.1% above the delta neutral price of 86.88. Total open interest is 111,103, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 5 |
| Open interest percentile (1y) | 56th |
| Open interest change, 5 sessions | +1.7% |
| Open interest change, 21 sessions | -2.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 95.38 vs 95.59 (-0.2%)
- closed above gamma max at 93.65 vs 93.60 (+0.1%)
- closed below gamma max at 92.29 vs 94.14 (-2.0%)
- closed above gamma max at 91.08 vs 90.53 (+0.6%)
- closed below gamma max at 90.36 vs 91.95 (-1.8%)
- closed above gamma max at 92.46 vs 92.23 (+0.2%)
- closed below gamma max at 92.96 vs 93.49 (-0.6%)
- closed above gamma max at 93.96 vs 93.62 (+0.4%)
- closed below gamma max at 86.11 vs 89.16 (-3.5%)
- closed above gamma max at 83.46 vs 81.93 (+1.8%)
In today's screens
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Neighbours by open interest
Questions people ask about OKE
Where is OKE's gamma max today?
As of Sep 11, 2026, the gamma max for OKE is 100.44, +3.9% from the 96.62 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 OKE above or below its delta neutral price?
OKE closed above delta neutral: 96.62 against a delta neutral price of 86.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OKE have?
111,103 contracts of open interest across 226 listed contracts on Sep 11, 2026, +0.1% 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.