OPTT gamma max, delta neutral & open interest levels
As of close · rank #1419 by open interest · snapshot page
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
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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.