ORCU gamma max, delta neutral & open interest levels
As of close · rank #2086 by open interest · snapshot page
ORCU closed 16.7% below its gamma max of 9.39. It is 27.2% above the delta neutral price of 5.86. What gamma max means · What delta neutral means
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Questions people ask about ORCU
Where is ORCU's gamma max today?
As of Sep 11, 2026, the gamma max for ORCU is 9.39, +16.7% from the 8.05 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 ORCU above or below its delta neutral price?
ORCU closed above delta neutral: 8.05 against a delta neutral price of 5.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ORCU have?
10,886 contracts of open interest across 72 listed contracts on Sep 11, 2026. 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.