Data through close

GT gamma max, delta neutral & open interest levels

As of close · rank #496 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
5.37
prev 5.54
Gamma max
8.86
+64.9% from close
Delta neutral
6.27
+16.7% from close
Gamma neutral
6.67
+24.1% from close
Open interest
159,810
+0.5% vs prev
Contracts listed
158
97 calls · 64 puts

GT closed 64.9% below its gamma max of 8.86. It is 16.7% below the delta neutral price of 6.27. Total open interest is 159,810, +0.5% 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 max5%
Gamma max crosses14
Delta neutral crosses18
Open interest percentile (1y)54th
Open interest change, 5 sessions+15.2%
Open interest change, 21 sessions+12.8%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below delta neutral at 6.05 vs 6.36 (-5.1%)
  2. closed above delta neutral at 6.11 vs 6.06 (+0.8%)
  3. closed below delta neutral at 6.44 vs 6.69 (-3.9%)
  4. closed below gamma max at 7.29 vs 8.26 (-13.3%)
  5. closed above gamma max at 7.10 vs 7.00 (+1.4%)
  6. closed below gamma max at 6.50 vs 6.99 (-7.6%)
  7. closed above gamma max at 7.02 vs 6.99 (+0.4%)
  8. closed above delta neutral at 6.28 vs 6.10 (+2.9%)
  9. closed below delta neutral at 5.97 vs 5.99 (-0.3%)
  10. closed above delta neutral at 6.59 vs 5.94 (+9.9%)

In today's screens

Neighbours by open interest

Questions people ask about GT

Where is GT's gamma max today?

As of Sep 11, 2026, the gamma max for GT is 8.86, +64.9% from the 5.37 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 GT above or below its delta neutral price?

GT closed below delta neutral: 5.37 against a delta neutral price of 6.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GT have?

159,810 contracts of open interest across 158 listed contracts on Sep 11, 2026, +0.5% 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.