ONON gamma max, delta neutral & open interest levels
As of close · rank #268 by open interest · 1,176 sessions of history since Sep 22, 2021
ONON closed 45.2% below its gamma max of 39.80. It is 14.0% below the delta neutral price of 31.24. Total open interest is 388,979, -2.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 36 |
| Open interest percentile (1y) | 74th |
| Open interest change, 5 sessions | +0.5% |
| Open interest change, 21 sessions | +26.3% |
| History available | Sep 22, 2021 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 30.91 vs 36.66 (-18.6%)
- closed above delta neutral at 37.95 vs 37.24 (+1.9%)
- closed below delta neutral at 37.10 vs 37.26 (-0.4%)
- closed above delta neutral at 37.06 vs 36.94 (+0.3%)
- closed below delta neutral at 34.84 vs 36.45 (-4.6%)
- closed above delta neutral at 37.65 vs 37.27 (+1.0%)
- closed below delta neutral at 37.20 vs 37.24 (-0.1%)
- closed above delta neutral at 36.77 vs 36.71 (+0.2%)
- closed below delta neutral at 36.60 vs 36.72 (-0.3%)
- closed above delta neutral at 36.91 vs 36.53 (+1.0%)
In today's screens
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Neighbours by open interest
Questions people ask about ONON
Where is ONON's gamma max today?
As of Sep 11, 2026, the gamma max for ONON is 39.80, +45.2% from the 27.41 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 ONON above or below its delta neutral price?
ONON closed below delta neutral: 27.41 against a delta neutral price of 31.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ONON have?
388,979 contracts of open interest across 435 listed contracts on Sep 11, 2026, -2.2% 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.