GIS gamma max, delta neutral & open interest levels
As of close · rank #366 by open interest · 1,379 sessions of history since Dec 1, 2020
GIS closed 16.7% below its gamma max of 41.82. It is 5.0% below the delta neutral price of 37.65. Total open interest is 243,543, +0.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 24 |
| Open interest percentile (1y) | 97th |
| Open interest change, 5 sessions | +5.1% |
| Open interest change, 21 sessions | +4.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 37.69 vs 37.95 (-0.7%)
- closed above delta neutral at 36.89 vs 36.58 (+0.8%)
- closed below delta neutral at 35.93 vs 36.14 (-0.6%)
- closed above delta neutral at 36.19 vs 36.14 (+0.2%)
- closed below delta neutral at 35.75 vs 36.09 (-1.0%)
- closed above delta neutral at 36.03 vs 35.93 (+0.3%)
- closed below delta neutral at 35.55 vs 35.92 (-1.1%)
- closed above delta neutral at 36.60 vs 36.11 (+1.3%)
- closed below delta neutral at 35.85 vs 36.27 (-1.2%)
- closed above delta neutral at 37.54 vs 36.23 (+3.5%)
In today's screens
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Neighbours by open interest
Questions people ask about GIS
Where is GIS's gamma max today?
As of Sep 11, 2026, the gamma max for GIS is 41.82, +16.7% from the 35.85 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 GIS above or below its delta neutral price?
GIS closed below delta neutral: 35.85 against a delta neutral price of 37.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GIS have?
243,543 contracts of open interest across 273 listed contracts on Sep 11, 2026, +0.8% 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.