GME gamma max, delta neutral & open interest levels
As of close · rank #69 by open interest · 1,379 sessions of history since Dec 1, 2020
GME closed 2.6% below its gamma max of 21.71. It is 19.7% above the delta neutral price of 16.98. Total open interest is 1,635,105, -6.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 90th |
| Open interest change, 5 sessions | -2.8% |
| Open interest change, 21 sessions | +7.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 23.84 vs 26.25 (-10.1%)
- closed above gamma max at 26.53 vs 26.34 (+0.7%)
- closed below gamma max at 25.01 vs 25.59 (-2.3%)
- closed above gamma max at 25.66 vs 25.61 (+0.2%)
- closed below gamma max at 24.55 vs 25.66 (-4.5%)
- closed above gamma max at 25.18 vs 25.00 (+0.7%)
- closed below gamma max at 24.52 vs 24.98 (-1.9%)
- closed above gamma max at 25.85 vs 24.65 (+4.7%)
- closed below gamma max at 23.64 vs 24.11 (-2.0%)
- closed above gamma max at 24.01 vs 23.32 (+2.9%)
In today's screens
Neighbours by open interest
Questions people ask about GME
Where is GME's gamma max today?
As of Sep 11, 2026, the gamma max for GME is 21.71, +2.6% from the 21.15 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 GME above or below its delta neutral price?
GME closed above delta neutral: 21.15 against a delta neutral price of 16.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GME have?
1,635,105 contracts of open interest across 785 listed contracts on Sep 11, 2026, -6.4% 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.