DAL gamma max, delta neutral & open interest levels
As of close · rank #247 by open interest · 1,379 sessions of history since Dec 1, 2020
DAL closed 9.4% below its gamma max of 87.45. It is 3.6% above the delta neutral price of 77.03. Total open interest is 439,820, +0.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 24th |
| Open interest change, 5 sessions | +0.6% |
| Open interest change, 21 sessions | +10.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 92.31 vs 97.42 (-5.5%)
- closed above gamma max at 90.48 vs 88.78 (+1.9%)
- closed below gamma max at 83.14 vs 84.11 (-1.2%)
- closed above gamma max at 83.18 vs 81.19 (+2.4%)
- closed below gamma max at 82.54 vs 82.93 (-0.5%)
- closed above gamma max at 79.39 vs 78.42 (+1.2%)
- closed above delta neutral at 60.84 vs 60.64 (+0.3%)
- closed below delta neutral at 63.90 vs 65.01 (-1.7%)
- closed below gamma max at 70.56 vs 70.76 (-0.3%)
- closed above gamma max at 69.93 vs 69.65 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about DAL
Where is DAL's gamma max today?
As of Sep 11, 2026, the gamma max for DAL is 87.45, +9.4% from the 79.91 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 DAL above or below its delta neutral price?
DAL closed above delta neutral: 79.91 against a delta neutral price of 77.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DAL have?
439,820 contracts of open interest across 670 listed contracts on Sep 11, 2026, +0.6% 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.