ORLA gamma max, delta neutral & open interest levels
As of close · rank #1818 by open interest · snapshot page
ORLA closed 21.1% below its gamma max of 11.44. It is 1.7% above the delta neutral price of 9.28. Total open interest is 15,566, 0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ORLA
Where is ORLA's gamma max today?
As of Sep 11, 2026, the gamma max for ORLA is 11.44, +21.1% from the 9.44 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 ORLA above or below its delta neutral price?
ORLA closed above delta neutral: 9.44 against a delta neutral price of 9.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ORLA have?
15,566 contracts of open interest across 36 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.