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.

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TickerCloseGamma maxDist.Delta neutralOpen interest

Today's screens · Sep 11, 2026

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Biggest chains by open interest

top 100
TickerCloseGamma maxDist.Delta neutralDist.Open interest
SPY764.20794.74+4.0%763.97-0.0%19,376,492
SPX7,656.988,014.46+4.7%7,532.07-1.6%18,976,115
NVDA218.29235.09+7.7%187.86-13.9%14,896,995
VIX15.8623.47+48.0%16.79+5.8%14,824,038
TLT80.8785.41+5.6%82.91+2.5%12,509,227
QQQ714.88751.65+5.1%709.89-0.7%11,948,881
IWM288.87313.80+8.6%297.05+2.8%10,485,641
HYG78.6080.31+2.2%80.10+1.9%8,664,321
IBIT43.7747.64+8.9%39.68-9.3%7,381,822
EWZ38.1940.61+6.3%32.97-13.7%7,367,668
SLV58.1266.45+14.3%54.31-6.6%6,736,938
XLF57.2360.18+5.1%56.61-1.1%6,471,684

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

  • PBR crossed above at 21.20
  • VG crossed above at 15.80
  • HPE crossed above at 62.09
  • BTG crossed above at 5.38
  • HAL crossed above at 35.84
  • PURR crossed above at 11.61
  • ASST crossed above at 27.62
  • SOC crossed above at 5.17

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.

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