OMF gamma max, delta neutral & open interest levels
As of close · rank #1490 by open interest · snapshot page
OMF closed 8.0% below its gamma max of 67.74. It is 0.9% below the delta neutral price of 63.35. Total open interest is 24,126, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OMF
Where is OMF's gamma max today?
As of Sep 11, 2026, the gamma max for OMF is 67.74, +8.0% from the 62.75 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 OMF above or below its delta neutral price?
OMF closed below delta neutral: 62.75 against a delta neutral price of 63.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OMF have?
24,126 contracts of open interest across 129 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.