DOCU gamma max, delta neutral & open interest levels
As of close · rank #501 by open interest · 1,379 sessions of history since Dec 1, 2020
DOCU closed 4.7% below its gamma max of 68.71. It is 12.5% above the delta neutral price of 57.45. Total open interest is 157,061, -5.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 30 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | -3.9% |
| Open interest change, 21 sessions | +1.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 62.04 vs 62.88 (-1.3%)
- closed above gamma max at 64.09 vs 62.92 (+1.8%)
- closed below gamma max at 58.10 vs 59.32 (-2.1%)
- closed above gamma max at 60.26 vs 57.97 (+3.8%)
- closed below gamma max at 54.29 vs 58.37 (-7.5%)
- closed above gamma max at 58.17 vs 57.67 (+0.9%)
- closed above delta neutral at 50.44 vs 49.95 (+1.0%)
- closed below delta neutral at 47.89 vs 49.57 (-3.5%)
- closed above delta neutral at 48.76 vs 48.24 (+1.1%)
- closed below delta neutral at 47.26 vs 49.54 (-4.8%)
In today's screens
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Neighbours by open interest
Questions people ask about DOCU
Where is DOCU's gamma max today?
As of Sep 11, 2026, the gamma max for DOCU is 68.71, +4.7% from the 65.65 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 DOCU above or below its delta neutral price?
DOCU closed above delta neutral: 65.65 against a delta neutral price of 57.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DOCU have?
157,061 contracts of open interest across 744 listed contracts on Sep 11, 2026, -5.6% 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.