OVV gamma max, delta neutral & open interest levels
As of close · rank #1389 by open interest · snapshot page
OVV closed 9.2% below its gamma max of 69.55. It is 8.0% above the delta neutral price of 58.60. Total open interest is 28,027, +3.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about OVV
Where is OVV's gamma max today?
As of Sep 11, 2026, the gamma max for OVV is 69.55, +9.2% from the 63.69 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 OVV above or below its delta neutral price?
OVV closed above delta neutral: 63.69 against a delta neutral price of 58.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OVV have?
28,027 contracts of open interest across 133 listed contracts on Sep 11, 2026, +3.1% 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.