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. 634 tickers have full history pages; 5,011 more have snapshot pages.

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

Today's screens · Oct 1, 2026

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Biggest chains by open interest

top 100
Largest options chains by current total open interest
TickerCloseGamma maxDist.Delta neutralDist.Open interest
SPX 7,666.45 8,132.04 +6.1% 7,285.90 -5.0% 16,958,432
SPY 764.04 789.49 +3.3% 763.82 -0.0% 16,897,668
NVDA 230.86 236.96 +2.6% 207.21 -10.2% 14,565,962
TLT 77.71 83.90 +8.0% 79.96 +2.9% 13,725,953
VIX 16.39 21.14 +29.0% 15.07 -8.1% 12,848,020
QQQ 742.03 760.05 +2.4% 726.86 -2.0% 11,674,890
IWM 279.06 309.76 +11.0% 288.75 +3.5% 9,894,924
HYG 76.90 82.03 +6.7% 79.54 +3.4% 9,579,397
EWZ 37.14 41.29 +11.2% 33.78 -9.1% 9,336,837
IBIT 47.96 49.25 +2.7% 42.67 -11.0% 7,356,268
INTC 120.03 128.41 +7.0% 105.24 -12.3% 6,173,791
TSLA 354.11 385.10 +8.8% 353.05 -0.3% 5,641,403

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

  • OXY crossed above at 57.84
  • BB crossed above at 9.18
  • LRCX crossed above at 339.88
  • KLAC crossed above at 200.31
  • BNO crossed above at 62.95
  • LITE crossed above at 1,045.78
  • ACN crossed above at 212.30
  • GEO crossed above at 30.79

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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