YETI gamma max, delta neutral & open interest levels
As of close · rank #1713 by open interest · snapshot page
YETI closed 33.9% below its gamma max of 53.89. It is 4.3% below the delta neutral price of 41.99. Total open interest is 17,725, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about YETI
Where is YETI's gamma max today?
As of Sep 11, 2026, the gamma max for YETI is 53.89, +33.9% from the 40.26 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 YETI above or below its delta neutral price?
YETI closed below delta neutral: 40.26 against a delta neutral price of 41.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does YETI have?
17,725 contracts of open interest across 149 listed contracts on Sep 11, 2026, +0.5% 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.