Data through close

GOOG gamma max, delta neutral & open interest levels

As of close · rank #61 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
335.45
prev 330.39
Gamma max
373.38
+11.3% from close
Delta neutral
314.43
-6.3% from close
Gamma neutral
335.45
0.0% from close
Open interest
1,821,892
-2.6% vs prev
Contracts listed
1,998
1,071 calls · 929 puts

GOOG closed 11.3% below its gamma max of 373.38. It is 6.3% above the delta neutral price of 314.43. Total open interest is 1,821,892, -2.6% 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 max2%
Gamma max crosses6
Delta neutral crosses2
Open interest percentile (1y)78th
Open interest change, 5 sessions+1.5%
Open interest change, 21 sessions-1.8%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 339.40 vs 341.46 (-0.6%)
  2. closed above gamma max at 330.53 vs 328.94 (+0.5%)
  3. closed above delta neutral at 286.90 vs 277.94 (+3.1%)
  4. closed below delta neutral at 273.76 vs 274.97 (-0.4%)
  5. closed below gamma max at 323.64 vs 327.55 (-1.2%)
  6. closed above gamma max at 318.47 vs 312.02 (+2.0%)
  7. closed below gamma max at 251.42 vs 255.22 (-1.5%)
  8. closed above gamma max at 251.76 vs 249.45 (+0.9%)
  9. closed below gamma max at 232.66 vs 236.00 (-1.4%)
  10. closed above gamma max at 231.10 vs 224.52 (+2.8%)

In today's screens

Neighbours by open interest

Questions people ask about GOOG

Where is GOOG's gamma max today?

As of Sep 11, 2026, the gamma max for GOOG is 373.38, +11.3% from the 335.45 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 GOOG above or below its delta neutral price?

GOOG closed above delta neutral: 335.45 against a delta neutral price of 314.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GOOG have?

1,821,892 contracts of open interest across 1,998 listed contracts on Sep 11, 2026, -2.6% 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.