QSR gamma max, delta neutral & open interest levels
As of close · rank #1494 by open interest · snapshot page
QSR closed 3.8% below its gamma max of 79.90. It is 5.3% above the delta neutral price of 72.88. Total open interest is 24,021, +1.9% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about QSR
Where is QSR's gamma max today?
As of Sep 11, 2026, the gamma max for QSR is 79.90, +3.8% from the 76.96 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 QSR above or below its delta neutral price?
QSR closed above delta neutral: 76.96 against a delta neutral price of 72.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does QSR have?
24,021 contracts of open interest across 125 listed contracts on Sep 11, 2026, +1.9% 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.