ETSY gamma max, delta neutral & open interest levels
As of close · rank #430 by open interest · 1,379 sessions of history since Dec 1, 2020
ETSY closed 21.0% below its gamma max of 88.06. It is 16.5% above the delta neutral price of 60.76. Total open interest is 201,480, -2.0% 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 | 8 |
| Delta neutral crosses | 18 |
| Open interest percentile (1y) | 61th |
| Open interest change, 5 sessions | -3.8% |
| Open interest change, 21 sessions | +7.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 83.48 vs 84.30 (-1.0%)
- closed above gamma max at 85.74 vs 84.26 (+1.7%)
- closed below gamma max at 63.48 vs 65.96 (-3.9%)
- closed above gamma max at 66.06 vs 63.24 (+4.3%)
- closed above delta neutral at 49.98 vs 47.93 (+4.1%)
- closed below delta neutral at 47.50 vs 47.53 (-0.1%)
- closed above delta neutral at 52.18 vs 50.09 (+4.0%)
- closed below delta neutral at 47.46 vs 52.42 (-10.5%)
- closed above delta neutral at 54.46 vs 53.04 (+2.6%)
- closed below delta neutral at 53.09 vs 53.09 (-0.0%)
In today's screens
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Neighbours by open interest
Questions people ask about ETSY
Where is ETSY's gamma max today?
As of Sep 11, 2026, the gamma max for ETSY is 88.06, +21.0% from the 72.76 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 ETSY above or below its delta neutral price?
ETSY closed above delta neutral: 72.76 against a delta neutral price of 60.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ETSY have?
201,480 contracts of open interest across 584 listed contracts on Sep 11, 2026, -2.0% 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.