USD gamma max, delta neutral & open interest levels
As of close · rank #2020 by open interest · snapshot page
USD closed 11.2% below its gamma max of 95.67. It is 17.6% above the delta neutral price of 70.88. Total open interest is 11,975, +1.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about USD
Where is USD's gamma max today?
As of Sep 11, 2026, the gamma max for USD is 95.67, +11.2% from the 86.06 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 USD above or below its delta neutral price?
USD closed above delta neutral: 86.06 against a delta neutral price of 70.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does USD have?
11,975 contracts of open interest across 254 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.