OKLO gamma max, delta neutral & open interest levels
As of close · rank #145 by open interest · 514 sessions of history since May 10, 2024
OKLO closed 31.1% below its gamma max of 47.47. It is 8.0% below the delta neutral price of 39.12. Total open interest is 743,346, -4.2% 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 | 11 |
| Delta neutral crosses | 27 |
| Open interest percentile (1y) | 97th |
| Open interest change, 5 sessions | +5.8% |
| Open interest change, 21 sessions | +3.8% |
| History available | May 10, 2024 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 36.22 vs 39.12 (-8.0%)
- closed above delta neutral at 41.27 vs 39.46 (+4.4%)
- closed below delta neutral at 40.14 vs 42.32 (-5.4%)
- closed above delta neutral at 42.53 vs 42.33 (+0.5%)
- closed below delta neutral at 41.60 vs 42.23 (-1.5%)
- closed above delta neutral at 44.27 vs 42.29 (+4.5%)
- closed below delta neutral at 43.88 vs 44.26 (-0.9%)
- closed above delta neutral at 48.42 vs 43.43 (+10.3%)
- closed below delta neutral at 42.19 vs 42.23 (-0.1%)
- closed above delta neutral at 43.33 vs 41.81 (+3.5%)
In today's screens
Neighbours by open interest
Questions people ask about OKLO
Where is OKLO's gamma max today?
As of Sep 11, 2026, the gamma max for OKLO is 47.47, +31.1% from the 36.22 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 OKLO above or below its delta neutral price?
OKLO closed below delta neutral: 36.22 against a delta neutral price of 39.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OKLO have?
743,346 contracts of open interest across 881 listed contracts on Sep 11, 2026, -4.2% 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.