Data through close

GTLB gamma max, delta neutral & open interest levels

As of close · rank #401 by open interest · 1,153 sessions of history since Oct 25, 2021

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Close
46.99
prev 47.30
Gamma max
46.57
-0.9% from close
Delta neutral
33.30
-29.1% from close
Gamma neutral
29.13
-38.0% from close
Open interest
220,371
-4.7% vs prev
Contracts listed
596
343 calls · 282 puts

GTLB closed 0.9% above its gamma max of 46.57. It is 29.1% above the delta neutral price of 33.30. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 220,371, -4.7% 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 crosses13
Delta neutral crosses22
Open interest percentile (1y)21th
Open interest change, 5 sessions-15.9%
Open interest change, 21 sessions+2.0%
History availableOct 25, 2021 → Sep 11, 2026

Recent crosses

  1. closed above gamma max at 46.99 vs 46.57 (+0.9%)
  2. closed below gamma max at 45.09 vs 47.14 (-4.5%)
  3. closed above gamma max at 44.87 vs 44.52 (+0.8%)
  4. closed below gamma max at 41.31 vs 42.75 (-3.5%)
  5. closed above gamma max at 41.66 vs 41.42 (+0.6%)
  6. closed below gamma max at 42.08 vs 42.55 (-1.1%)
  7. closed above gamma max at 41.50 vs 40.49 (+2.4%)
  8. closed below gamma max at 40.52 vs 40.83 (-0.8%)
  9. closed above gamma max at 40.73 vs 40.13 (+1.5%)
  10. closed below gamma max at 31.92 vs 33.12 (-3.7%)

In today's screens

Neighbours by open interest

Questions people ask about GTLB

Where is GTLB's gamma max today?

As of Sep 11, 2026, the gamma max for GTLB is 46.57, -0.9% from the 46.99 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 GTLB above or below its delta neutral price?

GTLB closed above delta neutral: 46.99 against a delta neutral price of 33.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GTLB have?

220,371 contracts of open interest across 596 listed contracts on Sep 11, 2026, -4.7% 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.