ORA gamma max, delta neutral & open interest levels
As of close · rank #1475 by open interest · snapshot page
ORA closed 64.2% below its gamma max of 155.83. It is 23.8% below the delta neutral price of 117.48. Total open interest is 24,705, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ORA
Where is ORA's gamma max today?
As of Sep 11, 2026, the gamma max for ORA is 155.83, +64.2% from the 94.89 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 ORA above or below its delta neutral price?
ORA closed below delta neutral: 94.89 against a delta neutral price of 117.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ORA have?
24,705 contracts of open interest across 138 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.