COMP gamma max, delta neutral & open interest levels
As of close · rank #637 by open interest · 1,289 sessions of history since Apr 13, 2021
COMP closed 2.8% above its gamma max of 10.22. It is 32.8% above the delta neutral price of 7.06. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 106,825, +3.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 33% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 28th |
| Open interest change, 5 sessions | +4.8% |
| Open interest change, 21 sessions | -19.1% |
| History available | Apr 13, 2021 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 10.51 vs 10.22 (+2.8%)
- closed below gamma max at 13.02 vs 13.06 (-0.3%)
- closed above gamma max at 13.35 vs 13.16 (+1.4%)
- closed below gamma max at 12.83 vs 12.84 (-0.1%)
- closed above gamma max at 12.65 vs 12.01 (+5.0%)
- closed below gamma max at 11.72 vs 11.79 (-0.6%)
- closed above gamma max at 8.59 vs 8.48 (+1.3%)
- closed below gamma max at 7.61 vs 8.15 (-7.1%)
- closed above gamma max at 8.47 vs 7.91 (+6.6%)
- closed below gamma max at 8.76 vs 9.78 (-11.6%)
In today's screens
Neighbours by open interest
Questions people ask about COMP
Where is COMP's gamma max today?
As of Sep 11, 2026, the gamma max for COMP is 10.22, -2.8% from the 10.51 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 COMP above or below its delta neutral price?
COMP closed above delta neutral: 10.51 against a delta neutral price of 7.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does COMP have?
106,825 contracts of open interest across 143 listed contracts on Sep 11, 2026, +3.7% 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.