Data through close

QGEN gamma max, delta neutral & open interest levels

As of close · rank #1271 by open interest · snapshot page

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Close
42.50
prev 42.13
Gamma max
45.51
+7.1% from close
Delta neutral
40.34
-5.1% from close
Gamma neutral
37.59
-11.5% from close
Open interest
33,415
+0.2% vs prev
Contracts listed
61
35 calls · 31 puts

QGEN closed 7.1% below its gamma max of 45.51. It is 5.1% above the delta neutral price of 40.34. Total open interest is 33,415, +0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about QGEN

Where is QGEN's gamma max today?

As of Sep 11, 2026, the gamma max for QGEN is 45.51, +7.1% from the 42.50 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 QGEN above or below its delta neutral price?

QGEN closed above delta neutral: 42.50 against a delta neutral price of 40.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QGEN have?

33,415 contracts of open interest across 61 listed contracts on Sep 11, 2026, +0.2% 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.