DIS gamma max, delta neutral & open interest levels
As of close · rank #167 by open interest · 1,379 sessions of history since Dec 1, 2020
DIS closed 8.1% below its gamma max of 115.14. It is 4.6% above the delta neutral price of 101.65. Total open interest is 660,131, -2.7% 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 | 32 |
| Open interest percentile (1y) | 49th |
| Open interest change, 5 sessions | -3.1% |
| Open interest change, 21 sessions | -6.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 96.64 vs 95.67 (+1.0%)
- closed below delta neutral at 96.44 vs 96.81 (-0.4%)
- closed above delta neutral at 99.74 vs 98.19 (+1.6%)
- closed below delta neutral at 98.26 vs 100.32 (-2.1%)
- closed above delta neutral at 104.02 vs 101.37 (+2.5%)
- closed below delta neutral at 101.28 vs 101.30 (-0.0%)
- closed above delta neutral at 101.68 vs 101.42 (+0.3%)
- closed below delta neutral at 101.38 vs 102.06 (-0.7%)
- closed above delta neutral at 102.84 vs 102.77 (+0.1%)
- closed below delta neutral at 101.93 vs 102.13 (-0.2%)
In today's screens
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Neighbours by open interest
Questions people ask about DIS
Where is DIS's gamma max today?
As of Sep 11, 2026, the gamma max for DIS is 115.14, +8.1% from the 106.55 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 DIS above or below its delta neutral price?
DIS closed above delta neutral: 106.55 against a delta neutral price of 101.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DIS have?
660,131 contracts of open interest across 674 listed contracts on Sep 11, 2026, -2.7% 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.