GS gamma max, delta neutral & open interest levels
As of close · rank #243 by open interest · 1,379 sessions of history since Dec 1, 2020
GS closed 9.0% below its gamma max of 1,121.93. It is 8.5% above the delta neutral price of 941.53. Total open interest is 453,403, -3.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 90th |
| Open interest change, 5 sessions | -4.4% |
| Open interest change, 21 sessions | -5.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 809.50 vs 804.05 (+0.7%)
- closed below delta neutral at 787.52 vs 815.36 (-3.5%)
- closed above delta neutral at 832.03 vs 824.95 (+0.9%)
- closed below delta neutral at 821.42 vs 822.11 (-0.1%)
- closed below gamma max at 887.96 vs 921.65 (-3.8%)
- closed above gamma max at 911.03 vs 909.89 (+0.1%)
- closed below gamma max at 690.81 vs 701.06 (-1.5%)
- closed above gamma max at 687.16 vs 684.77 (+0.3%)
- closed above delta neutral at 519.99 vs 513.80 (+1.2%)
- closed below delta neutral at 511.23 vs 543.85 (-6.4%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about GS
Where is GS's gamma max today?
As of Sep 11, 2026, the gamma max for GS is 1,121.93, +9.0% from the 1,029.18 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 GS above or below its delta neutral price?
GS closed above delta neutral: 1,029.18 against a delta neutral price of 941.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GS have?
453,403 contracts of open interest across 4,455 listed contracts on Sep 11, 2026, -3.5% 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.