XRAY gamma max, delta neutral & open interest levels
As of close · rank #1561 by open interest · snapshot page
XRAY closed 17.4% below its gamma max of 12.28. It is 5.9% above the delta neutral price of 9.84. Total open interest is 21,766, +0.1% 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 XRAY
Where is XRAY's gamma max today?
As of Sep 11, 2026, the gamma max for XRAY is 12.28, +17.4% from the 10.46 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 XRAY above or below its delta neutral price?
XRAY closed above delta neutral: 10.46 against a delta neutral price of 9.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XRAY have?
21,766 contracts of open interest across 48 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.