Data through close

YINN gamma max, delta neutral & open interest levels

As of close · rank #975 by open interest · snapshot page

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Close
26.78
prev 26.50
Gamma max
32.04
+19.7% from close
Delta neutral
25.82
-3.6% from close
Gamma neutral
26.64
-0.5% from close
Open interest
54,287
-14.2% vs prev
Contracts listed
539
285 calls · 256 puts

YINN closed 19.7% below its gamma max of 32.04. It is 3.6% above the delta neutral price of 25.82. Total open interest is 54,287, -14.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about YINN

Where is YINN's gamma max today?

As of Sep 11, 2026, the gamma max for YINN is 32.04, +19.7% from the 26.78 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 YINN above or below its delta neutral price?

YINN closed above delta neutral: 26.78 against a delta neutral price of 25.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does YINN have?

54,287 contracts of open interest across 539 listed contracts on Sep 11, 2026, -14.2% 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.