OMER gamma max, delta neutral & open interest levels
As of close · rank #881 by open interest · snapshot page
OMER closed 10.0% below its gamma max of 20.11. It is 43.6% above the delta neutral price of 10.31. Total open interest is 65,167, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OMER
Where is OMER's gamma max today?
As of Sep 11, 2026, the gamma max for OMER is 20.11, +10.0% from the 18.28 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 OMER above or below its delta neutral price?
OMER closed above delta neutral: 18.28 against a delta neutral price of 10.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OMER have?
65,167 contracts of open interest across 253 listed contracts on Sep 11, 2026, +0.5% 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.