OPRA gamma max, delta neutral & open interest levels
As of close · rank #1556 by open interest · snapshot page
OPRA closed 5.3% below its gamma max of 19.27. It is 4.9% above the delta neutral price of 17.39. Total open interest is 21,855, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OPRA
Where is OPRA's gamma max today?
As of Sep 11, 2026, the gamma max for OPRA is 19.27, +5.3% from the 18.30 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 OPRA above or below its delta neutral price?
OPRA closed above delta neutral: 18.30 against a delta neutral price of 17.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OPRA have?
21,855 contracts of open interest across 132 listed contracts on Sep 11, 2026, +0.2% 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.