GE gamma max, delta neutral & open interest levels
As of close · rank #388 by open interest · 1,376 sessions of history since Dec 1, 2020
GE closed 19.6% below its gamma max of 387.06. It is 0.7% below the delta neutral price of 325.91. Total open interest is 227,806, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 17 |
| Open interest percentile (1y) | 86th |
| Open interest change, 5 sessions | +1.8% |
| Open interest change, 21 sessions | +16.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 325.42 vs 326.99 (-0.5%)
- closed above delta neutral at 337.12 vs 332.77 (+1.3%)
- closed below delta neutral at 331.09 vs 333.40 (-0.7%)
- closed below gamma max at 357.64 vs 360.49 (-0.8%)
- closed above gamma max at 351.73 vs 345.20 (+1.9%)
- closed above delta neutral at 284.60 vs 278.92 (+2.0%)
- closed below delta neutral at 286.73 vs 292.13 (-1.9%)
- closed above delta neutral at 288.69 vs 288.38 (+0.1%)
- closed below delta neutral at 281.16 vs 287.54 (-2.3%)
- closed above delta neutral at 292.68 vs 287.15 (+1.9%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about GE
Where is GE's gamma max today?
As of Sep 11, 2026, the gamma max for GE is 387.06, +19.6% from the 323.66 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 GE above or below its delta neutral price?
GE closed below delta neutral: 323.66 against a delta neutral price of 325.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GE have?
227,806 contracts of open interest across 867 listed contracts on Sep 11, 2026, -2.5% 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.