OPFI gamma max, delta neutral & open interest levels
As of close · rank #2100 by open interest · snapshot page
OPFI closed 33.9% below its gamma max of 10.68. It is 3.7% above the delta neutral price of 7.68. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 10,728, +0.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about OPFI
Where is OPFI's gamma max today?
As of Sep 11, 2026, the gamma max for OPFI is 10.68, +33.9% from the 7.98 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 OPFI above or below its delta neutral price?
OPFI closed above delta neutral: 7.98 against a delta neutral price of 7.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OPFI have?
10,728 contracts of open interest across 46 listed contracts on Sep 11, 2026, +0.1% 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.