XENE gamma max, delta neutral & open interest levels
As of close · rank #1801 by open interest · snapshot page
XENE closed 34.7% below its gamma max of 79.03. It is 1.2% above the delta neutral price of 57.94. Total open interest is 15,843, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about XENE
Where is XENE's gamma max today?
As of Sep 11, 2026, the gamma max for XENE is 79.03, +34.7% from the 58.65 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 XENE above or below its delta neutral price?
XENE closed above delta neutral: 58.65 against a delta neutral price of 57.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XENE have?
15,843 contracts of open interest across 176 listed contracts on Sep 11, 2026, -0.1% 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.