QLYS gamma max, delta neutral & open interest levels
As of close · rank #2022 by open interest · snapshot page
QLYS closed 24.5% above its gamma max of 113.42. It is 22.0% above the delta neutral price of 117.15. Total open interest is 11,958, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about QLYS
Where is QLYS's gamma max today?
As of Sep 11, 2026, the gamma max for QLYS is 113.42, -24.5% from the 150.28 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 QLYS above or below its delta neutral price?
QLYS closed above delta neutral: 150.28 against a delta neutral price of 117.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does QLYS have?
11,958 contracts of open interest across 178 listed contracts on Sep 11, 2026, +0.0% 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.