OSCR gamma max, delta neutral & open interest levels
As of close · rank #225 by open interest · 1,312 sessions of history since Mar 10, 2021
OSCR closed 3.1% below its gamma max of 33.80. It is 55.1% above the delta neutral price of 14.70. Total open interest is 487,686, -1.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 19% |
| Gamma max crosses | 36 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 14th |
| Open interest change, 5 sessions | -1.7% |
| Open interest change, 21 sessions | -6.9% |
| History available | Mar 10, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 31.55 vs 33.69 (-6.8%)
- closed above gamma max at 30.78 vs 30.74 (+0.1%)
- closed below gamma max at 26.54 vs 33.24 (-25.3%)
- closed above gamma max at 31.22 vs 7.74 (+75.2%)
- closed below gamma max at 31.23 vs 32.07 (-2.7%)
- closed above gamma max at 29.10 vs 7.69 (+73.6%)
- closed below gamma max at 28.86 vs 31.06 (-7.6%)
- closed above gamma max at 30.54 vs 6.80 (+77.7%)
- closed below gamma max at 31.20 vs 32.75 (-5.0%)
- closed above gamma max at 29.63 vs 28.15 (+5.0%)
In today's screens
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Neighbours by open interest
Questions people ask about OSCR
Where is OSCR's gamma max today?
As of Sep 11, 2026, the gamma max for OSCR is 33.80, +3.1% from the 32.77 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 OSCR above or below its delta neutral price?
OSCR closed above delta neutral: 32.77 against a delta neutral price of 14.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OSCR have?
487,686 contracts of open interest across 690 listed contracts on Sep 11, 2026, -1.7% 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.