ORBS gamma max, delta neutral & open interest levels
As of close · rank #528 by open interest · 238 sessions of history since Oct 2, 2025
ORBS closed 8.2% above its gamma max of 0.89. It is 45.3% above the delta neutral price of 0.53. Total open interest is 148,940, -2.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 238 sessions
| Sessions closed above gamma max | 52% |
| Gamma max crosses | 56 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 85th |
| Open interest change, 5 sessions | +15.3% |
| Open interest change, 21 sessions | +27.0% |
| History available | Oct 2, 2025 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 0.76 vs 0.63 (+17.0%)
- closed below gamma max at 0.77 vs 0.85 (-10.5%)
- closed above gamma max at 0.80 vs 0.79 (+1.5%)
- closed below gamma max at 0.82 vs 0.86 (-4.8%)
- closed above gamma max at 0.66 vs 0.50 (+24.5%)
- closed below gamma max at 0.72 vs 0.74 (-1.9%)
- closed above gamma max at 0.67 vs 0.50 (+25.1%)
- closed below gamma max at 0.67 vs 0.70 (-4.1%)
- closed above gamma max at 0.62 vs 0.50 (+19.7%)
- closed below gamma max at 0.68 vs 0.76 (-13.1%)
In today's screens
Neighbours by open interest
Questions people ask about ORBS
Where is ORBS's gamma max today?
As of Sep 11, 2026, the gamma max for ORBS is 0.89, -8.2% from the 0.97 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 ORBS above or below its delta neutral price?
ORBS closed above delta neutral: 0.97 against a delta neutral price of 0.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ORBS have?
148,940 contracts of open interest across 72 listed contracts on Sep 11, 2026, -2.4% 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.