Data through close

DDOG gamma max, delta neutral & open interest levels

As of close · rank #337 by open interest · 1,379 sessions of history since Dec 1, 2020

Interactive chart Download CSV
Close
221.21
prev 221.72
Gamma max
272.84
+23.3% from close
Delta neutral
194.54
-12.1% from close
Gamma neutral
221.21
0.0% from close
Open interest
266,313
-3.2% vs prev
Contracts listed
1,223
692 calls · 595 puts

DDOG closed 23.3% below its gamma max of 272.84. It is 12.1% above the delta neutral price of 194.54. Total open interest is 266,313, -3.2% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max5%
Gamma max crosses10
Delta neutral crosses14
Open interest percentile (1y)32th
Open interest change, 5 sessions-2.7%
Open interest change, 21 sessions-8.8%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 234.24 vs 251.07 (-7.2%)
  2. closed above gamma max at 227.34 vs 214.02 (+5.9%)
  3. closed below gamma max at 250.33 vs 292.16 (-16.7%)
  4. closed above gamma max at 247.35 vs 229.81 (+7.1%)
  5. closed below gamma max at 223.65 vs 231.00 (-3.3%)
  6. closed above gamma max at 222.32 vs 217.21 (+2.3%)
  7. closed below gamma max at 200.04 vs 206.42 (-3.2%)
  8. closed above gamma max at 188.49 vs 180.50 (+4.2%)
  9. closed above delta neutral at 121.06 vs 118.11 (+2.4%)
  10. closed below delta neutral at 114.48 vs 122.37 (-6.9%)

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about DDOG

Where is DDOG's gamma max today?

As of Sep 11, 2026, the gamma max for DDOG is 272.84, +23.3% from the 221.21 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 DDOG above or below its delta neutral price?

DDOG closed above delta neutral: 221.21 against a delta neutral price of 194.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DDOG have?

266,313 contracts of open interest across 1,223 listed contracts on Sep 11, 2026, -3.2% 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.