DOW gamma max, delta neutral & open interest levels
As of close · rank #221 by open interest · 1,379 sessions of history since Dec 1, 2020
DOW closed 13.9% below its gamma max of 33.08. It is 4.9% below the delta neutral price of 30.44. Total open interest is 493,570, -3.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 13th |
| Open interest change, 5 sessions | +0.5% |
| Open interest change, 21 sessions | -4.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 30.36 vs 30.61 (-0.8%)
- closed above delta neutral at 31.28 vs 30.75 (+1.7%)
- closed below delta neutral at 30.16 vs 30.62 (-1.5%)
- closed above delta neutral at 31.07 vs 30.67 (+1.3%)
- closed below delta neutral at 30.36 vs 30.48 (-0.4%)
- closed above delta neutral at 30.58 vs 30.30 (+0.9%)
- closed below delta neutral at 29.34 vs 30.09 (-2.5%)
- closed above delta neutral at 30.30 vs 30.30 (+0.0%)
- closed below delta neutral at 29.84 vs 30.60 (-2.5%)
- closed above delta neutral at 30.47 vs 30.11 (+1.2%)
In today's screens
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Neighbours by open interest
Questions people ask about DOW
Where is DOW's gamma max today?
As of Sep 11, 2026, the gamma max for DOW is 33.08, +13.9% from the 29.03 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 DOW above or below its delta neutral price?
DOW closed below delta neutral: 29.03 against a delta neutral price of 30.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DOW have?
493,570 contracts of open interest across 398 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.