Data through close

GLW gamma max, delta neutral & open interest levels

As of close · rank #200 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
166.40
prev 163.12
Gamma max
190.04
+14.2% from close
Delta neutral
148.75
-10.6% from close
Gamma neutral
162.02
-2.6% from close
Open interest
553,881
-5.9% vs prev
Contracts listed
1,493
833 calls · 732 puts

GLW closed 14.2% below its gamma max of 190.04. It is 10.6% above the delta neutral price of 148.75. Total open interest is 553,881, -5.9% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max17%
Gamma max crosses27
Delta neutral crosses8
Open interest percentile (1y)91th
Open interest change, 5 sessions-3.4%
Open interest change, 21 sessions-9.7%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 154.29 vs 145.72 (+5.6%)
  2. closed below delta neutral at 146.06 vs 147.03 (-0.7%)
  3. closed above delta neutral at 147.19 vs 145.76 (+1.0%)
  4. closed below delta neutral at 145.59 vs 147.83 (-1.5%)
  5. closed above delta neutral at 138.29 vs 137.49 (+0.6%)
  6. closed below delta neutral at 146.68 vs 148.77 (-1.4%)
  7. closed above delta neutral at 154.58 vs 149.71 (+3.1%)
  8. closed below delta neutral at 158.41 vs 161.37 (-1.9%)
  9. closed below gamma max at 220.72 vs 234.90 (-6.4%)
  10. closed above gamma max at 255.69 vs 236.79 (+7.4%)

In today's screens

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Questions people ask about GLW

Where is GLW's gamma max today?

As of Sep 11, 2026, the gamma max for GLW is 190.04, +14.2% from the 166.40 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 GLW above or below its delta neutral price?

GLW closed above delta neutral: 166.40 against a delta neutral price of 148.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GLW have?

553,881 contracts of open interest across 1,493 listed contracts on Sep 11, 2026, -5.9% 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.