DRAM gamma max, delta neutral & open interest levels
As of close · rank #38 by open interest · 109 sessions of history since Apr 8, 2026
DRAM closed 9.9% below its gamma max of 64.98. It is 12.6% above the delta neutral price of 51.68. Total open interest is 2,620,686, -0.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 109 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 11 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 86th |
| Open interest change, 5 sessions | +6.4% |
| Open interest change, 21 sessions | -7.9% |
| History available | Apr 8, 2026 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 52.34 vs 48.19 (+7.9%)
- closed below delta neutral at 47.77 vs 49.88 (-4.4%)
- closed above delta neutral at 52.72 vs 49.03 (+7.0%)
- closed below delta neutral at 52.34 vs 52.99 (-1.2%)
- closed below gamma max at 69.60 vs 84.17 (-20.9%)
- closed above gamma max at 77.00 vs 76.53 (+0.6%)
- closed below gamma max at 69.69 vs 70.24 (-0.8%)
- closed above gamma max at 63.29 vs 60.78 (+4.0%)
- closed below gamma max at 60.74 vs 61.64 (-1.5%)
- closed above gamma max at 60.51 vs 60.37 (+0.2%)
In today's screens
Neighbours by open interest
Questions people ask about DRAM
Where is DRAM's gamma max today?
As of Sep 11, 2026, the gamma max for DRAM is 64.98, +9.9% from the 59.11 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 DRAM above or below its delta neutral price?
DRAM closed above delta neutral: 59.11 against a delta neutral price of 51.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DRAM have?
2,620,686 contracts of open interest across 1,971 listed contracts on Sep 11, 2026, -0.6% 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.