OMEX gamma max, delta neutral & open interest levels
As of close · rank #1406 by open interest · snapshot page
OMEX closed 4.1% above its gamma max of 0.71. It is 80.9% above the delta neutral price of 0.14. Total open interest is 27,401, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OMEX
Where is OMEX's gamma max today?
As of Sep 11, 2026, the gamma max for OMEX is 0.71, -4.1% from the 0.75 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 OMEX above or below its delta neutral price?
OMEX closed above delta neutral: 0.75 against a delta neutral price of 0.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OMEX have?
27,401 contracts of open interest across 74 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.