DIA gamma max, delta neutral & open interest levels
As of close · rank #186 by open interest · 1,379 sessions of history since Dec 1, 2020
DIA closed 3.8% below its gamma max of 545.86. It is 0.1% above the delta neutral price of 525.23. Total open interest is 598,386, -6.4% 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 | 2 |
| Delta neutral crosses | 44 |
| Open interest percentile (1y) | 82th |
| Open interest change, 5 sessions | -5.0% |
| Open interest change, 21 sessions | -1.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 525.79 vs 525.23 (+0.1%)
- closed below delta neutral at 528.03 vs 529.21 (-0.2%)
- closed above delta neutral at 530.62 vs 527.30 (+0.6%)
- closed below delta neutral at 527.75 vs 529.69 (-0.4%)
- closed above delta neutral at 532.22 vs 526.03 (+1.2%)
- closed below delta neutral at 527.59 vs 528.72 (-0.2%)
- closed above delta neutral at 521.51 vs 518.88 (+0.5%)
- closed below delta neutral at 515.41 vs 518.64 (-0.6%)
- closed above delta neutral at 518.79 vs 515.86 (+0.6%)
- closed below delta neutral at 516.26 vs 518.04 (-0.3%)
In today's screens
Neighbours by open interest
Questions people ask about DIA
Where is DIA's gamma max today?
As of Sep 11, 2026, the gamma max for DIA is 545.86, +3.8% from the 525.79 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 DIA above or below its delta neutral price?
DIA closed above delta neutral: 525.79 against a delta neutral price of 525.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DIA have?
598,386 contracts of open interest across 2,728 listed contracts on Sep 11, 2026, -6.4% 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.