OR gamma max, delta neutral & open interest levels
As of close · rank #1766 by open interest · snapshot page
OR closed 17.5% below its gamma max of 42.35. It is 0.4% above the delta neutral price of 35.88. Total open interest is 16,558, +2.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OR
Where is OR's gamma max today?
As of Sep 11, 2026, the gamma max for OR is 42.35, +17.5% from the 36.03 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 OR above or below its delta neutral price?
OR closed above delta neutral: 36.03 against a delta neutral price of 35.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OR have?
16,558 contracts of open interest across 55 listed contracts on Sep 11, 2026, +2.0% 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.