Data through close

OPTT gamma max, delta neutral & open interest levels

As of close · rank #1419 by open interest · snapshot page

Interactive chart Download CSV
Close
0.11
prev 0.16
Gamma max
0.50
+369.5% from close
Delta neutral
0.01
-86.8% from close
Gamma neutral
0.11
0.0% from close
Open interest
27,019
+0.6% vs prev
Contracts listed
42
22 calls · 20 puts

OPTT closed 369.5% below its gamma max of 0.50. It is 86.8% above the delta neutral price of 0.01. Total open interest is 27,019, +0.6% versus the previous session. What gamma max means · What delta neutral means

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about OPTT

Where is OPTT's gamma max today?

As of Sep 11, 2026, the gamma max for OPTT is 0.50, +369.5% from the 0.11 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 OPTT above or below its delta neutral price?

OPTT closed above delta neutral: 0.11 against a delta neutral price of 0.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OPTT have?

27,019 contracts of open interest across 42 listed contracts on Sep 11, 2026, +0.6% 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.