ZION gamma max, delta neutral & open interest levels
As of close · rank #1193 by open interest · snapshot page
ZION closed 9.3% below its gamma max of 75.11. It is 4.0% above the delta neutral price of 66.03. Total open interest is 37,864, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ZION
Where is ZION's gamma max today?
As of Sep 11, 2026, the gamma max for ZION is 75.11, +9.3% from the 68.75 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 ZION above or below its delta neutral price?
ZION closed above delta neutral: 68.75 against a delta neutral price of 66.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ZION have?
37,864 contracts of open interest across 233 listed contracts on Sep 11, 2026, +0.1% 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.