COIN gamma max, delta neutral & open interest levels
As of close · rank #99 by open interest · 1,283 sessions of history since Apr 21, 2021
COIN closed 8.8% below its gamma max of 190.62. It is 4.9% above the delta neutral price of 166.76. Total open interest is 1,075,479, -6.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 32 |
| Open interest percentile (1y) | 25th |
| Open interest change, 5 sessions | -6.3% |
| Open interest change, 21 sessions | -2.0% |
| History available | Apr 21, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 179.48 vs 188.73 (-5.2%)
- closed above gamma max at 172.35 vs 170.68 (+1.0%)
- closed above delta neutral at 160.20 vs 153.20 (+4.4%)
- closed below delta neutral at 148.47 vs 152.57 (-2.8%)
- closed above delta neutral at 153.90 vs 153.64 (+0.2%)
- closed below delta neutral at 146.26 vs 158.49 (-8.4%)
- closed above delta neutral at 167.49 vs 159.37 (+4.8%)
- closed below delta neutral at 158.29 vs 161.61 (-2.1%)
- closed below gamma max at 166.12 vs 170.84 (-2.8%)
- closed above gamma max at 175.85 vs 171.29 (+2.6%)
In today's screens
Neighbours by open interest
Questions people ask about COIN
Where is COIN's gamma max today?
As of Sep 11, 2026, the gamma max for COIN is 190.62, +8.8% from the 175.26 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 COIN above or below its delta neutral price?
COIN closed above delta neutral: 175.26 against a delta neutral price of 166.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does COIN have?
1,075,479 contracts of open interest across 2,285 listed contracts on Sep 11, 2026, -6.5% 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.