ORLY gamma max, delta neutral & open interest levels
As of close · rank #884 by open interest · snapshot page
ORLY closed 13.9% below its gamma max of 97.74. It is 0.8% above the delta neutral price of 85.12. Total open interest is 64,792, +8.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ORLY
Where is ORLY's gamma max today?
As of Sep 11, 2026, the gamma max for ORLY is 97.74, +13.9% from the 85.82 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 ORLY above or below its delta neutral price?
ORLY closed above delta neutral: 85.82 against a delta neutral price of 85.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ORLY have?
64,792 contracts of open interest across 329 listed contracts on Sep 11, 2026, +8.2% 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.