ZURA gamma max, delta neutral & open interest levels
As of close · rank #2029 by open interest · snapshot page
ZURA closed 32.0% below its gamma max of 6.88. It is 80.3% above the delta neutral price of 1.03. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 11,876, +1.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ZURA
Where is ZURA's gamma max today?
As of Sep 11, 2026, the gamma max for ZURA is 6.88, +32.0% from the 5.21 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 ZURA above or below its delta neutral price?
ZURA closed above delta neutral: 5.21 against a delta neutral price of 1.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ZURA have?
11,876 contracts of open interest across 32 listed contracts on Sep 11, 2026, +1.4% 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.