YELP gamma max, delta neutral & open interest levels
As of close · rank #1932 by open interest · snapshot page
YELP closed 94.0% below its gamma max of 41.28. It is 23.0% below the delta neutral price of 26.18. Total open interest is 13,436, +0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about YELP
Where is YELP's gamma max today?
As of Sep 11, 2026, the gamma max for YELP is 41.28, +94.0% from the 21.28 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 YELP above or below its delta neutral price?
YELP closed below delta neutral: 21.28 against a delta neutral price of 26.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does YELP have?
13,436 contracts of open interest across 105 listed contracts on Sep 11, 2026, +0.8% 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.