OPTU gamma max, delta neutral & open interest levels
As of close · rank #1411 by open interest · snapshot page
OPTU closed 54.2% below its gamma max of 1.57. It is 23.8% below the delta neutral price of 1.26. Total open interest is 27,166, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OPTU
Where is OPTU's gamma max today?
As of Sep 11, 2026, the gamma max for OPTU is 1.57, +54.2% from the 1.02 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 OPTU above or below its delta neutral price?
OPTU closed below delta neutral: 1.02 against a delta neutral price of 1.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OPTU have?
27,166 contracts of open interest across 52 listed contracts on Sep 11, 2026, -0.0% 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.