OTIS gamma max, delta neutral & open interest levels
As of close · rank #1450 by open interest · snapshot page
OTIS closed 9.9% below its gamma max of 75.91. It is 5.7% above the delta neutral price of 65.14. Total open interest is 25,406, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OTIS
Where is OTIS's gamma max today?
As of Sep 11, 2026, the gamma max for OTIS is 75.91, +9.9% from the 69.10 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 OTIS above or below its delta neutral price?
OTIS closed above delta neutral: 69.10 against a delta neutral price of 65.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OTIS have?
25,406 contracts of open interest across 100 listed contracts on Sep 11, 2026, +0.4% 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.