OWL gamma max, delta neutral & open interest levels
As of close · rank #135 by open interest · 1,262 sessions of history since May 20, 2021
OWL closed 42.1% below its gamma max of 15.01. It is 10.4% below the delta neutral price of 11.66. Total open interest is 787,658, -1.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 25 |
| Open interest percentile (1y) | 44th |
| Open interest change, 5 sessions | +1.2% |
| Open interest change, 21 sessions | -32.1% |
| History available | May 20, 2021 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 11.68 vs 11.78 (-0.8%)
- closed above delta neutral at 11.79 vs 11.78 (+0.1%)
- closed below delta neutral at 11.66 vs 11.87 (-1.8%)
- closed above delta neutral at 12.66 vs 12.05 (+4.9%)
- closed below delta neutral at 12.22 vs 12.51 (-2.4%)
- closed below gamma max at 12.32 vs 16.77 (-36.1%)
- closed above delta neutral at 11.65 vs 10.96 (+5.9%)
- closed above gamma max at 11.65 vs 9.54 (+18.1%)
- closed below delta neutral at 11.55 vs 12.04 (-4.3%)
- closed below gamma max at 11.55 vs 18.35 (-58.9%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about OWL
Where is OWL's gamma max today?
As of Sep 11, 2026, the gamma max for OWL is 15.01, +42.1% from the 10.56 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 OWL above or below its delta neutral price?
OWL closed below delta neutral: 10.56 against a delta neutral price of 11.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OWL have?
787,658 contracts of open interest across 337 listed contracts on Sep 11, 2026, -1.0% 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.