GILD gamma max, delta neutral & open interest levels
As of close · rank #512 by open interest · 1,379 sessions of history since Dec 1, 2020
GILD closed 4.3% below its gamma max of 149.94. It is 8.5% above the delta neutral price of 131.55. Total open interest is 154,828, -1.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 25th |
| Open interest change, 5 sessions | +1.5% |
| Open interest change, 21 sessions | -3.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 151.12 vs 155.02 (-2.6%)
- closed above gamma max at 152.74 vs 142.82 (+6.5%)
- closed below gamma max at 155.27 vs 158.13 (-1.8%)
- closed above gamma max at 154.98 vs 153.95 (+0.7%)
- closed below gamma max at 155.80 vs 158.84 (-1.9%)
- closed above gamma max at 146.23 vs 143.66 (+1.8%)
- closed below gamma max at 143.28 vs 143.76 (-0.3%)
- closed above gamma max at 141.95 vs 140.40 (+1.1%)
- closed below gamma max at 139.55 vs 141.64 (-1.5%)
- closed above gamma max at 135.93 vs 133.60 (+1.7%)
In today's screens
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Neighbours by open interest
Questions people ask about GILD
Where is GILD's gamma max today?
As of Sep 11, 2026, the gamma max for GILD is 149.94, +4.3% from the 143.72 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 GILD above or below its delta neutral price?
GILD closed above delta neutral: 143.72 against a delta neutral price of 131.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GILD have?
154,828 contracts of open interest across 697 listed contracts on Sep 11, 2026, -1.6% 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.