Z gamma max, delta neutral & open interest levels
As of close · rank #788 by open interest · snapshot page
Z closed 34.0% below its gamma max of 43.56. It is 4.7% below the delta neutral price of 34.01. Total open interest is 76,925, +1.3% 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 Z
Where is Z's gamma max today?
As of Sep 11, 2026, the gamma max for Z is 43.56, +34.0% from the 32.50 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 Z above or below its delta neutral price?
Z closed below delta neutral: 32.50 against a delta neutral price of 34.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does Z have?
76,925 contracts of open interest across 374 listed contracts on Sep 11, 2026, +1.3% 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.