Data through close

OMDA gamma max, delta neutral & open interest levels

As of close · rank #1642 by open interest · snapshot page

Interactive chart Download CSV
Close
19.66
prev 21.50
Gamma max
13.43
-31.7% from close
Delta neutral
7.92
-59.7% from close
Gamma neutral
19.66
0.0% from close
Open interest
19,724
+0.0% vs prev
Contracts listed
80
50 calls · 30 puts

OMDA closed 31.7% above its gamma max of 13.43. It is 59.7% above the delta neutral price of 7.92. Total open interest is 19,724, +0.0% versus the previous session. What gamma max means · What delta neutral means

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about OMDA

Where is OMDA's gamma max today?

As of Sep 11, 2026, the gamma max for OMDA is 13.43, -31.7% from the 19.66 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 OMDA above or below its delta neutral price?

OMDA closed above delta neutral: 19.66 against a delta neutral price of 7.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OMDA have?

19,724 contracts of open interest across 80 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.