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. 669 tickers have full history pages; 1,420 more have snapshot pages.

My watchlist

stored in this browser share link clear
TickerCloseGamma maxDist.Delta neutralOpen interest

Today's screens · Sep 14, 2026

all screens

Biggest chains by open interest

top 100
TickerCloseGamma maxDist.Delta neutralDist.Open interest
SPY760.88794.68+4.4%762.28+0.2%19,796,802
SPX7,619.988,060.63+5.8%7,319.68-3.9%19,178,651
NVDA210.96234.29+11.1%197.61-6.3%14,988,390
VIX17.1022.19+29.8%16.70-2.3%14,857,717
TLT80.9385.92+6.2%82.49+1.9%12,579,314
QQQ709.18747.63+5.4%708.52-0.1%12,209,866
IWM287.88314.47+9.2%295.36+2.6%10,571,874
HYG78.5380.76+2.8%79.90+1.7%8,837,675
IBIT44.7447.16+5.4%40.40-9.7%7,556,358
EWZ37.7240.64+7.7%32.96-12.6%7,431,482
SLV56.8466.59+17.1%55.64-2.1%6,756,291
XLF57.0361.04+7.0%56.01-1.8%6,672,773

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

  • RBLX crossed above at 51.29
  • AI crossed above at 11.17
  • S crossed above at 22.61
  • ZETA crossed above at 31.01
  • FSLY crossed above at 24.86
  • TEAM crossed above at 192.77
  • SMMT crossed above at 18.42
  • FRO crossed above at 50.52

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 »