COST gamma max, delta neutral & open interest levels
As of close · rank #321 by open interest · 1,379 sessions of history since Dec 1, 2020
COST closed 9.0% below its gamma max of 986.07. It is 2.1% below the delta neutral price of 923.34. Total open interest is 298,708, -10.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 33 |
| Open interest percentile (1y) | 69th |
| Open interest change, 5 sessions | -12.2% |
| Open interest change, 21 sessions | -11.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 939.96 vs 942.51 (-0.3%)
- closed above delta neutral at 945.47 vs 939.96 (+0.6%)
- closed below delta neutral at 934.66 vs 941.60 (-0.7%)
- closed above delta neutral at 947.74 vs 940.34 (+0.8%)
- closed below delta neutral at 933.51 vs 943.33 (-1.1%)
- closed above delta neutral at 935.03 vs 930.41 (+0.5%)
- closed below delta neutral at 929.22 vs 935.29 (-0.7%)
- closed above delta neutral at 945.57 vs 940.32 (+0.6%)
- closed below delta neutral at 912.97 vs 941.64 (-3.1%)
- closed above delta neutral at 947.50 vs 946.81 (+0.1%)
In today's screens
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Neighbours by open interest
Questions people ask about COST
Where is COST's gamma max today?
As of Sep 11, 2026, the gamma max for COST is 986.07, +9.0% from the 904.77 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 COST above or below its delta neutral price?
COST closed below delta neutral: 904.77 against a delta neutral price of 923.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does COST have?
298,708 contracts of open interest across 2,301 listed contracts on Sep 11, 2026, -10.9% 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.