GM gamma max, delta neutral & open interest levels
As of close · rank #302 by open interest · 1,379 sessions of history since Dec 1, 2020
GM closed 6.2% below its gamma max of 90.90. It is 10.3% above the delta neutral price of 76.80. Total open interest is 322,891, -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 | 4% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 12th |
| Open interest change, 5 sessions | -2.6% |
| Open interest change, 21 sessions | -4.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 89.40 vs 90.28 (-1.0%)
- closed above gamma max at 90.30 vs 88.90 (+1.6%)
- closed below gamma max at 82.64 vs 87.08 (-5.4%)
- closed above gamma max at 82.13 vs 81.30 (+1.0%)
- closed below gamma max at 84.35 vs 84.62 (-0.3%)
- closed above gamma max at 84.18 vs 83.72 (+0.5%)
- closed below gamma max at 81.98 vs 83.25 (-1.5%)
- closed above gamma max at 80.80 vs 79.67 (+1.4%)
- closed below gamma max at 76.05 vs 76.12 (-0.1%)
- closed above gamma max at 74.69 vs 74.06 (+0.8%)
In today's screens
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Neighbours by open interest
Questions people ask about GM
Where is GM's gamma max today?
As of Sep 11, 2026, the gamma max for GM is 90.90, +6.2% from the 85.62 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 GM above or below its delta neutral price?
GM closed above delta neutral: 85.62 against a delta neutral price of 76.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GM have?
322,891 contracts of open interest across 601 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.