OSS gamma max, delta neutral & open interest levels
As of close · rank #1186 by open interest · snapshot page
OSS closed 35.9% below its gamma max of 12.49. It is 22.5% above the delta neutral price of 7.12. Total open interest is 38,326, -0.9% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about OSS
Where is OSS's gamma max today?
As of Sep 11, 2026, the gamma max for OSS is 12.49, +35.9% from the 9.19 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 OSS above or below its delta neutral price?
OSS closed above delta neutral: 9.19 against a delta neutral price of 7.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OSS have?
38,326 contracts of open interest across 92 listed contracts on Sep 11, 2026, -0.9% 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.