ROOT gamma max, delta neutral & open interest levels
As of close · rank #1997 by open interest · snapshot page
ROOT closed 20.6% below its gamma max of 64.51. It is 4.4% above the delta neutral price of 51.13. Total open interest is 12,299, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ROOT
Where is ROOT's gamma max today?
As of Sep 11, 2026, the gamma max for ROOT is 64.51, +20.6% from the 53.49 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 ROOT above or below its delta neutral price?
ROOT closed above delta neutral: 53.49 against a delta neutral price of 51.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ROOT have?
12,299 contracts of open interest across 196 listed contracts on Sep 11, 2026, -0.3% 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.