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. 615 tickers have full history pages; 5,003 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 · Sep 23, 2026

all screens

Biggest chains by open interest

top 100
Largest options chains by current total open interest
TickerCloseGamma maxDist.Delta neutralDist.Open interest
SPY 767.81 789.97 +2.9% 763.51 -0.6% 17,397,473
SPX 7,706.03 8,181.02 +6.2% 7,252.62 -5.9% 15,688,678
NVDA 225.51 232.33 +3.0% 203.90 -9.6% 14,179,624
TLT 80.46 84.79 +5.4% 82.10 +2.0% 11,997,073
QQQ 741.21 759.77 +2.5% 722.41 -2.5% 11,849,643
VIX 15.18 20.21 +33.1% 13.94 -8.2% 11,675,026
IWM 281.98 309.79 +9.9% 291.29 +3.3% 9,379,566
EWZ 37.37 41.05 +9.9% 32.94 -11.9% 7,895,211
HYG 78.10 82.29 +5.4% 80.12 +2.6% 7,847,119
IBIT 47.88 49.62 +3.6% 41.89 -12.5% 7,327,177
INTC 122.60 128.96 +5.2% 102.00 -16.8% 5,815,002
SLV 58.16 65.37 +12.4% 55.85 -4.0% 5,738,576

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

  • PLTR crossed above at 191.79
  • PURR crossed above at 13.94
  • FSLY crossed above at 29.65
  • NAK crossed above at 1.41
  • PBR.A crossed above at 19.22
  • OKTA crossed above at 205.36
  • VIXW crossed above at 15.18
  • CPRI crossed above at 15.44

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 »