Gamma max, delta neutral and open interest levels recomputed after every close, with history to December 2020. Free, no account.
Press / anywhere to search. 676 tickers have full history pages; 1,413 more have snapshot pages.
| Ticker | Close | Gamma max | Dist. | Delta neutral | Open interest |
|---|
PBR · COP · KOS · SHEL · DOCU · CNQ
QQQ · EEM · WBD · F · CORZ · RKLB
ING · SVIX · NOV · INSW · TNK · BZ
SPY · SPX · NVDA · VIX · TLT · QQQ
HCAT · DRVN · VIXM · DOMO · ADMA · CANE
FPS · FRVO · ALLY · DAL · AEO · IEF
| Ticker | Close | Gamma max | Dist. | Delta neutral | Dist. | Open interest |
|---|---|---|---|---|---|---|
| SPY | 757.39 | 792.47 | +4.6% | 760.73 | +0.4% | 20,045,617 |
| SPX | 7,585.73 | 8,065.97 | +6.3% | 7,324.28 | -3.4% | 19,536,710 |
| NVDA | 212.17 | 230.40 | +8.6% | 198.24 | -6.6% | 15,511,612 |
| VIX | 17.20 | 21.73 | +26.3% | 16.70 | -2.9% | 14,912,704 |
| TLT | 80.71 | 85.57 | +6.0% | 82.25 | +1.9% | 12,969,569 |
| QQQ | 704.54 | 745.25 | +5.8% | 707.36 | +0.4% | 12,469,503 |
| IWM | 285.14 | 313.14 | +9.8% | 294.96 | +3.4% | 10,535,040 |
| HYG | 78.38 | 80.84 | +3.1% | 79.97 | +2.0% | 8,868,017 |
| IBIT | 43.09 | 46.91 | +8.9% | 40.43 | -6.2% | 7,772,299 |
| EWZ | 37.78 | 40.13 | +6.2% | 32.84 | -13.1% | 7,598,011 |
| SLV | 57.53 | 66.43 | +15.5% | 55.99 | -2.7% | 6,847,750 |
| XLF | 56.85 | 61.02 | +7.3% | 56.05 | -1.4% | 6,743,648 |
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
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.
Aldeyra Therapeutics faces its third FDA decision on reproxalap for dry eye disease on March 16. Two prior rejections, $15M in debt due two weeks later, and an AbbVie deal hanging in the balance. This is make or break.
Plays to take advantage of the increase in implied volatility
Plays to take advantage of the increase in implied volatility
Plays to take advantage of the increase in implied volatility