QDEL gamma max, delta neutral & open interest levels
As of close · rank #1846 by open interest · snapshot page
QDEL closed 67.4% below its gamma max of 19.72. It is 19.4% below the delta neutral price of 14.06. Total open interest is 15,075, +1.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about QDEL
Where is QDEL's gamma max today?
As of Sep 11, 2026, the gamma max for QDEL is 19.72, +67.4% from the 11.78 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 QDEL above or below its delta neutral price?
QDEL closed below delta neutral: 11.78 against a delta neutral price of 14.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does QDEL have?
15,075 contracts of open interest across 77 listed contracts on Sep 11, 2026, +1.5% 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.