Delta neutral crosses

Which tickers crossed their delta neutral price on Sep 11, 2026?

Tickers whose close moved across the delta neutral price between the previous session and this one, ordered by open interest. Data through Sep 11, 2026 close. Descriptive only, not a recommendation.

#	Ticker	Close	Delta neutral	Distance	Open interest	Direction
1	SPY	764.20	763.97	-0.0%	19,376,492	crossed above
2	VIX	15.86	16.79	+5.8%	14,824,038	crossed below
3	QQQ	714.88	709.89	-0.7%	11,948,881	crossed above
4	SPXW	7,656.98	7,630.86	-0.3%	4,942,534	crossed above
5	ORCL	150.28	152.87	+1.7%	3,175,988	crossed below
6	WBD	28.04	27.93	-0.4%	3,082,141	crossed above
7	BABA	109.30	109.21	-0.1%	2,299,335	crossed above
8	NVO	43.07	43.25	+0.4%	1,411,377	crossed below
9	PSKY	10.60	10.70	+1.0%	1,360,063	crossed below
10	JBLU	4.40	4.74	+7.7%	1,039,127	crossed below
11	TTD	14.34	14.35	+0.1%	968,428	crossed below
12	OKLO	36.22	39.12	+8.0%	743,346	crossed below
13	IONQ	36.75	36.60	-0.4%	699,283	crossed above
14	RGTI	15.27	15.20	-0.5%	681,525	crossed above
15	CELH	27.22	27.14	-0.3%	654,735	crossed above
16	QBTS	16.80	16.77	-0.2%	626,770	crossed above
17	DIA	525.79	525.23	-0.1%	598,386	crossed above
18	WOLF	25.92	25.73	-0.7%	548,162	crossed above
19	SMR	8.61	8.81	+2.3%	490,000	crossed below
20	URA	43.53	43.68	+0.3%	403,507	crossed below
21	APP	323.96	322.36	-0.5%	349,286	crossed above
22	TTWO	215.47	216.71	+0.6%	316,357	crossed below
23	ON	76.14	73.49	-3.5%	305,788	crossed above
24	FISV	51.58	51.26	-0.6%	299,192	crossed above
25	MBLY	8.25	8.18	-0.8%	253,959	crossed above
26	AXP	324.69	322.99	-0.5%	250,268	crossed above
27	AFRM	71.44	69.86	-2.2%	247,491	crossed above
28	NFE	0.33	0.92	+178.6%	208,702	crossed below
29	UEC	10.45	10.48	+0.3%	197,514	crossed below
30	FLNC	9.93	9.72	-2.1%	196,398	crossed above
31	RTX	197.68	194.99	-1.4%	180,024	crossed above
32	BHC	5.86	6.29	+7.3%	176,454	crossed below
33	TMUS	182.33	177.28	-2.8%	158,186	crossed above
34	AEO	15.02	14.68	-2.3%	151,745	crossed above
35	SNDL	1.34	1.46	+8.9%	141,651	crossed below
36	EWJ	98.56	97.89	-0.7%	132,357	crossed above
37	TNA	64.81	63.20	-2.5%	118,119	crossed above
38	STNE	10.10	9.99	-1.1%	117,015	crossed above
39	HE	10.38	10.54	+1.5%	112,680	crossed below
40	MMM	164.97	162.54	-1.5%	111,434	crossed above
41	STUB	6.03	6.61	+9.6%	108,973	crossed below
42	PSEC	2.22	2.48	+11.9%	104,347	crossed below
43	ALMS	9.18	9.20	+0.3%	103,966	crossed below
44	ALK	41.16	40.50	-1.6%	100,781	crossed above
45	BW	7.94	7.83	-1.4%	98,969	crossed above
46	HRL	20.57	21.17	+2.9%	97,370	crossed below
47	LMT	524.19	532.48	+1.6%	93,881	crossed below
48	SIDU	2.00	2.15	+7.6%	83,510	crossed below
49	LPTH	9.20	9.24	+0.4%	80,169	crossed below
50	CL	86.80	87.19	+0.4%	72,402	crossed below
51	UL	62.02	61.46	-0.9%	69,321	crossed above
52	GOSS	10.73	5,901.50	+54900.0%	69,119	crossed below
53	BBWI	18.57	17.94	-3.4%	66,638	crossed above
54	ORLY	85.82	85.12	-0.8%	64,792	crossed above
55	PLAY	8.14	8.60	+5.6%	63,359	crossed below
56	Q	126.40	123.43	-2.4%	61,516	crossed above
57	GSK	48.13	48.16	+0.1%	56,513	crossed below
58	FSK	11.89	12.37	+4.1%	55,617	crossed below
59	PWR	650.58	638.51	-1.9%	55,435	crossed above
60	EXC	43.16	43.87	+1.6%	54,893	crossed below
61	GNRC	186.99	184.19	-1.5%	52,595	crossed above
62	LEU	152.31	160.65	+5.5%	51,669	crossed below
63	MNDY	86.84	85.81	-1.2%	51,304	crossed above
64	BUR	4.35	4.41	+1.4%	49,710	crossed below
65	EW	84.37	84.78	+0.5%	49,522	crossed below
66	AMT	177.85	175.01	-1.6%	48,424	crossed above
67	UPWK	8.72	8.80	+0.9%	46,264	crossed below
68	STRC	98.64	99.30	+0.7%	45,791	crossed below
69	OI	6.53	6.59	+1.0%	45,670	crossed below
70	TPR	118.49	118.16	-0.3%	44,564	crossed above
71	CROX	112.48	111.49	-0.9%	43,075	crossed above
72	VELO	10.53	10.91	+3.6%	41,257	crossed below
73	QFIN	8.47	9.54	+12.7%	41,019	crossed below
74	PPL	34.08	34.22	+0.4%	40,971	crossed below
75	HUN	9.54	9.80	+2.8%	39,285	crossed below
76	BKD	12.14	12.37	+1.9%	39,137	crossed below
77	FTAI	186.06	182.83	-1.7%	37,484	crossed above
78	TROW	106.29	106.88	+0.6%	37,368	crossed below
79	PEW	2.23	2.31	+3.7%	37,267	crossed below
80	BLK	1,079.65	1,064.40	-1.4%	37,028	crossed above
81	AMTM	19.46	19.75	+1.5%	36,936	crossed below
82	DC	5.81	5.87	+1.0%	35,200	crossed below
83	BBAR	14.89	14.90	+0.1%	33,938	crossed below
84	FLO	6.09	6.93	+13.8%	32,379	crossed below
85	HDB	23.34	22.52	-3.5%	32,230	crossed above
86	CRMD	7.82	8.03	+2.6%	31,805	crossed below
87	DEI	10.73	11.40	+6.3%	30,130	crossed below
88	UIS	2.42	2.54	+5.0%	29,838	crossed below
89	CAKE	102.70	101.66	-1.0%	29,527	crossed above
90	NVDY	12.37	13.12	+6.1%	28,673	crossed below
91	SLGN	38.63	38.80	+0.4%	27,692	crossed below
92	YUM	140.87	143.70	+2.0%	27,599	crossed below
93	OPTU	1.02	1.26	+23.8%	27,166	crossed below
94	LOMA	9.75	10.90	+11.8%	26,633	crossed below
95	TTEK	36.49	36.68	+0.5%	25,804	crossed below
96	ARR	15.80	16.10	+1.9%	25,204	crossed below
97	LOGI	102.70	101.80	-0.9%	23,148	crossed above
98	MMED	22.50	23.76	+5.6%	22,967	crossed below
99	SLI	2.23	2.33	+4.7%	21,465	crossed below
100	VICR	197.91	197.58	-0.2%	21,120	crossed above
101	BF.B	26.22	26.42	+0.8%	20,904	crossed below
102	RAMP	37.60	37.47	-0.4%	19,994	crossed above
103	PLTK	2.31	2.49	+7.7%	19,898	crossed below
104	MIAX	41.47	42.32	+2.1%	19,080	crossed below
105	RC	1.64	1.82	+11.2%	18,340	crossed below
106	WSM	226.23	224.05	-1.0%	18,025	crossed above
107	TYRA	22.03	22.55	+2.4%	17,701	crossed below
108	PCOR	53.26	53.25	-0.0%	17,633	crossed above
109	SQM	69.88	71.34	+2.1%	17,316	crossed below
110	HCC	97.77	98.64	+0.9%	17,276	crossed below
111	ALLO	1.78	1.83	+2.7%	17,260	crossed below
112	CECO	78.34	76.78	-2.0%	17,180	crossed above
113	LU	1.21	1.63	+35.0%	17,078	crossed below
114	DY	307.47	295.63	-3.9%	17,078	crossed above
115	PCAR	122.73	121.75	-0.8%	17,046	crossed above
116	MTN	140.09	139.11	-0.7%	16,981	crossed above
117	MSTY	14.68	15.13	+3.0%	16,585	crossed below
118	CAL	12.51	12.44	-0.5%	15,737	crossed above
119	WB	6.63	7.51	+13.3%	15,552	crossed below
120	STRL	511.04	496.75	-2.8%	15,510	crossed above
121	RHI	37.68	37.25	-1.1%	14,309	crossed above
122	TNGX	23.78	23.74	-0.2%	14,204	crossed above
123	ATLX	3.03	3.37	+11.1%	14,102	crossed below
124	XNET	4.90	5.08	+3.7%	14,003	crossed below
125	LAD	358.02	351.80	-1.7%	13,577	crossed above
126	BCYC	3.86	3.96	+2.6%	13,497	crossed below
127	WGO	28.25	28.61	+1.3%	12,875	crossed below
128	TU	9.10	9.36	+2.8%	12,528	crossed below
129	LTBR	7.02	7.17	+2.2%	12,517	crossed below
130	DOV	189.05	189.36	+0.2%	12,157	crossed below
131	QYLD	18.37	18.92	+3.0%	12,153	crossed below
132	SOFX	8.57	8.89	+3.8%	11,996	crossed below
133	IVR	6.80	6.90	+1.5%	11,483	crossed below
134	ITW	268.16	264.93	-1.2%	11,206	crossed above
135	NEWP	5.88	5.90	+0.3%	11,123	crossed below
136	BBW	27.58	27.77	+0.7%	10,906	crossed below
137	EWW	75.38	77.07	+2.2%	10,719	crossed below
138	E	56.05	54.72	-2.4%	10,529	crossed above
139	SYNA	101.03	98.11	-2.9%	10,339	crossed above

Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.