Data through close

Where the options market is positioned, for every optionable US stock

Gamma max, delta neutral and open interest levels recomputed after every close, with history to December 2020. Free, no account.

Press / anywhere to search. 632 tickers have full history pages; 5,014 more have snapshot pages.

My watchlist

stored in this browser share link clear
Current levels for tickers in this browser's watchlist
TickerCloseGamma maxDist.Delta neutralOpen interestActions

Today's screens · Oct 2, 2026

all screens

Biggest chains by open interest

top 100
Largest options chains by current total open interest
TickerCloseGamma maxDist.Delta neutralDist.Open interest
SPX 7,722.72 8,106.38 +5.0% 7,293.30 -5.6% 17,088,093
SPY 769.64 792.85 +3.0% 763.77 -0.8% 16,643,681
NVDA 233.95 243.24 +4.0% 206.69 -11.7% 13,927,877
TLT 77.48 84.14 +8.6% 79.79 +3.0% 13,637,671
VIX 15.31 20.00 +30.6% 14.40 -5.9% 13,119,123
QQQ 749.58 762.69 +1.7% 727.73 -2.9% 11,406,834
IWM 281.52 308.95 +9.7% 288.68 +2.5% 9,843,451
HYG 76.91 81.42 +5.9% 79.24 +3.0% 9,478,558
EWZ 38.19 41.58 +8.9% 33.31 -12.8% 9,122,883
IBIT 47.73 49.65 +4.0% 42.47 -11.0% 7,063,872
INTC 119.33 129.43 +8.5% 104.46 -12.5% 5,872,116
XLF 53.49 61.31 +14.6% 55.19 +3.2% 5,563,776

What the levels are

Gamma max is the price where the summed gamma of every open contract peaks; market makers hedging around it tend to resist a move through it. Delta neutral is the price where the chain's summed delta is zero. Open interest is how many contracts are open at all.

Methodology · Learn · Data

Crossed gamma max today

  • SHOP crossed above at 151.39
  • HPE crossed above at 69.35
  • ASST crossed above at 30.03
  • WOLF crossed above at 35.28
  • NRGV crossed above at 3.94
  • EXK crossed above at 8.60
  • ABR crossed above at 3.56
  • KOPN crossed above at 4.91

Full list

Keep it honest

Everything here describes what the data showed after the close. Nothing is a recommendation. Levels use a simplified model whose assumptions are stated on the methodology page; read the disclaimer before relying on any of it.

From the blog

View all posts »