GLD gamma max, delta neutral & open interest levels
As of close · rank #13 by open interest · 1,379 sessions of history since Dec 1, 2020
GLD closed 7.8% below its gamma max of 430.07. It is 2.0% above the delta neutral price of 390.91. Total open interest is 6,265,198, -2.2% 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 | 14 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | -3.3% |
| Open interest change, 21 sessions | +19.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 389.64 vs 375.68 (+3.6%)
- closed below delta neutral at 371.54 vs 375.70 (-1.1%)
- closed above delta neutral at 377.16 vs 375.53 (+0.4%)
- closed below delta neutral at 371.53 vs 377.25 (-1.5%)
- closed above delta neutral at 379.04 vs 378.16 (+0.2%)
- closed below delta neutral at 388.60 vs 391.74 (-0.8%)
- closed above delta neutral at 396.55 vs 392.00 (+1.1%)
- closed below delta neutral at 396.24 vs 399.66 (-0.9%)
- closed above delta neutral at 414.73 vs 401.70 (+3.1%)
- closed below delta neutral at 400.64 vs 402.64 (-0.5%)
In today's screens
Neighbours by open interest
Questions people ask about GLD
Where is GLD's gamma max today?
As of Sep 11, 2026, the gamma max for GLD is 430.07, +7.8% from the 398.77 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 GLD above or below its delta neutral price?
GLD closed above delta neutral: 398.77 against a delta neutral price of 390.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GLD have?
6,265,198 contracts of open interest across 5,136 listed contracts on Sep 11, 2026, -2.2% 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.