OMC gamma max, delta neutral & open interest levels
As of close · rank #1499 by open interest · snapshot page
OMC closed 13.8% below its gamma max of 89.93. It is 2.6% below the delta neutral price of 81.04. Total open interest is 23,729, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OMC
Where is OMC's gamma max today?
As of Sep 11, 2026, the gamma max for OMC is 89.93, +13.8% from the 79.01 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 OMC above or below its delta neutral price?
OMC closed below delta neutral: 79.01 against a delta neutral price of 81.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OMC have?
23,729 contracts of open interest across 274 listed contracts on Sep 11, 2026, +1.2% 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.