YSS gamma max, delta neutral & open interest levels
As of close · rank #1116 by open interest · snapshot page
YSS closed 84.8% below its gamma max of 14.56. It is 28.1% below the delta neutral price of 10.10. Total open interest is 42,199, +25.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about YSS
Where is YSS's gamma max today?
As of Sep 11, 2026, the gamma max for YSS is 14.56, +84.8% from the 7.88 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 YSS above or below its delta neutral price?
YSS closed below delta neutral: 7.88 against a delta neutral price of 10.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does YSS have?
42,199 contracts of open interest across 265 listed contracts on Sep 11, 2026, +25.1% 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.