BABA gamma max, delta neutral & open interest levels
As of close · rank #47 by open interest · 1,378 sessions of history since Dec 1, 2020
BABA closed 23.7% below its gamma max of 135.19. It is 0.1% above the delta neutral price of 109.21. Total open interest is 2,299,335, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 9 |
| Delta neutral crosses | 18 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | -1.1% |
| Open interest change, 21 sessions | +10.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 109.30 vs 109.21 (+0.1%)
- closed below delta neutral at 109.40 vs 109.97 (-0.5%)
- closed above delta neutral at 108.97 vs 105.19 (+3.5%)
- closed below delta neutral at 127.28 vs 129.03 (-1.4%)
- closed above delta neutral at 130.82 vs 129.25 (+1.2%)
- closed below delta neutral at 131.44 vs 131.92 (-0.4%)
- closed above delta neutral at 131.88 vs 131.00 (+0.7%)
- closed below delta neutral at 130.85 vs 131.08 (-0.2%)
- closed above delta neutral at 135.82 vs 131.50 (+3.2%)
- closed below delta neutral at 131.70 vs 132.29 (-0.4%)
In today's screens
Neighbours by open interest
Questions people ask about BABA
Where is BABA's gamma max today?
As of Sep 11, 2026, the gamma max for BABA is 135.19, +23.7% from the 109.30 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 BABA above or below its delta neutral price?
BABA closed above delta neutral: 109.30 against a delta neutral price of 109.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BABA have?
2,299,335 contracts of open interest across 1,399 listed contracts on Sep 11, 2026, -2.5% 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.