GAP gamma max, delta neutral & open interest levels
As of close · rank #396 by open interest · 508 sessions of history since Sep 3, 2024
GAP closed 1.1% below its gamma max of 21.75. It is 4.7% above the delta neutral price of 20.49. Total open interest is 222,762, -4.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 11% |
| Gamma max crosses | 30 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 67th |
| Open interest change, 5 sessions | -5.9% |
| Open interest change, 21 sessions | +33.6% |
| History available | Sep 3, 2024 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 22.31 vs 24.25 (-8.7%)
- closed above gamma max at 23.48 vs 23.46 (+0.1%)
- closed above delta neutral at 21.15 vs 20.57 (+2.7%)
- closed below delta neutral at 20.15 vs 20.20 (-0.3%)
- closed above delta neutral at 20.36 vs 20.24 (+0.6%)
- closed below delta neutral at 20.18 vs 20.38 (-1.0%)
- closed above delta neutral at 20.39 vs 20.36 (+0.2%)
- closed below delta neutral at 20.25 vs 20.44 (-0.9%)
- closed above delta neutral at 20.49 vs 20.37 (+0.6%)
- closed below delta neutral at 20.09 vs 20.32 (-1.2%)
In today's screens
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Neighbours by open interest
Questions people ask about GAP
Where is GAP's gamma max today?
As of Sep 11, 2026, the gamma max for GAP is 21.75, +1.1% from the 21.51 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 GAP above or below its delta neutral price?
GAP closed above delta neutral: 21.51 against a delta neutral price of 20.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GAP have?
222,762 contracts of open interest across 403 listed contracts on Sep 11, 2026, -4.5% 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.