Data through close

AAPL gamma max, delta neutral & open interest levels

As of close · rank #18 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
332.27
prev 326.57
Gamma max
338.41
+1.8% from close
Delta neutral
287.35
-13.5% from close
Gamma neutral
297.24
-10.5% from close
Open interest
4,969,028
-1.5% vs prev
Contracts listed
2,527
1,448 calls · 1,144 puts

AAPL closed 1.8% below its gamma max of 338.41. It is 13.5% above the delta neutral price of 287.35. Total open interest is 4,969,028, -1.5% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max1%
Gamma max crosses4
Delta neutral crosses0
Open interest percentile (1y)60th
Open interest change, 5 sessions+2.9%
Open interest change, 21 sessions+1.7%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 333.74 vs 340.26 (-2.0%)
  2. closed above gamma max at 327.50 vs 324.86 (+0.8%)
  3. closed below gamma max at 254.43 vs 258.68 (-1.7%)
  4. closed above gamma max at 256.08 vs 251.47 (+1.8%)
  5. closed above delta neutral at 201.00 vs 196.79 (+2.1%)
  6. closed below delta neutral at 195.64 vs 197.33 (-0.9%)
  7. closed above delta neutral at 198.42 vs 198.07 (+0.2%)
  8. closed below delta neutral at 196.45 vs 197.59 (-0.6%)
  9. closed above delta neutral at 199.18 vs 198.77 (+0.2%)
  10. closed below delta neutral at 198.78 vs 198.78 (-0.0%)

In today's screens

Neighbours by open interest

Questions people ask about AAPL

Where is AAPL's gamma max today?

As of Sep 11, 2026, the gamma max for AAPL is 338.41, +1.8% from the 332.27 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is AAPL above or below its delta neutral price?

AAPL closed above delta neutral: 332.27 against a delta neutral price of 287.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AAPL have?

4,969,028 contracts of open interest across 2,527 listed contracts on Sep 11, 2026, -1.5% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.