OLLI gamma max, delta neutral & open interest levels
As of close · rank #1222 by open interest · snapshot page
OLLI closed 4.3% above its gamma max of 70.40. It is 5.3% above the delta neutral price of 69.64. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 36,545, 0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OLLI
Where is OLLI's gamma max today?
As of Sep 11, 2026, the gamma max for OLLI is 70.40, -4.3% from the 73.56 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 OLLI above or below its delta neutral price?
OLLI closed above delta neutral: 73.56 against a delta neutral price of 69.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OLLI have?
36,545 contracts of open interest across 140 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.