DELL gamma max, delta neutral & open interest levels
As of close · rank #148 by open interest · 1,375 sessions of history since Dec 1, 2020
DELL closed 5.0% below its gamma max of 595.57. It is 27.0% above the delta neutral price of 414.29. Total open interest is 721,060, -9.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 95th |
| Open interest change, 5 sessions | -13.5% |
| Open interest change, 21 sessions | +4.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 524.00 vs 559.73 (-6.8%)
- closed above gamma max at 515.01 vs 511.89 (+0.6%)
- closed below gamma max at 434.34 vs 487.14 (-12.2%)
- closed above gamma max at 295.20 vs 271.88 (+7.9%)
- closed below gamma max at 247.12 vs 251.02 (-1.6%)
- closed above gamma max at 260.46 vs 246.84 (+5.2%)
- closed below gamma max at 230.29 vs 238.18 (-3.4%)
- closed above gamma max at 239.04 vs 230.61 (+3.5%)
- closed below gamma max at 214.65 vs 216.43 (-0.8%)
- closed above gamma max at 204.24 vs 200.74 (+1.7%)
In today's screens
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Neighbours by open interest
Questions people ask about DELL
Where is DELL's gamma max today?
As of Sep 11, 2026, the gamma max for DELL is 595.57, +5.0% from the 567.29 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 DELL above or below its delta neutral price?
DELL closed above delta neutral: 567.29 against a delta neutral price of 414.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DELL have?
721,060 contracts of open interest across 2,567 listed contracts on Sep 11, 2026, -9.8% 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.