INFY gamma max, delta neutral & open interest levels
As of close · rank #373 by open interest · 1,379 sessions of history since Dec 1, 2020
INFY closed 9.5% below its gamma max of 12.12. It is 24.3% below the delta neutral price of 13.76. Total open interest is 238,013, +1.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | +3.8% |
| Open interest change, 21 sessions | -42.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 11.70 vs 37.00 (-216.2%)
- closed above gamma max at 12.09 vs 12.02 (+0.6%)
- closed below delta neutral at 12.28 vs 13.33 (-8.6%)
- closed below gamma max at 12.28 vs 14.90 (-21.3%)
- closed above delta neutral at 12.60 vs 11.53 (+8.5%)
- closed above gamma max at 12.60 vs 1.00 (+92.1%)
- closed below gamma max at 10.49 vs 38.00 (-262.2%)
- closed above gamma max at 10.70 vs 1.00 (+90.7%)
- closed below gamma max at 12.45 vs 37.00 (-197.1%)
- closed above gamma max at 12.57 vs 1.00 (+92.0%)
In today's screens
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Neighbours by open interest
Questions people ask about INFY
Where is INFY's gamma max today?
As of Sep 11, 2026, the gamma max for INFY is 12.12, +9.5% from the 11.07 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 INFY above or below its delta neutral price?
INFY closed below delta neutral: 11.07 against a delta neutral price of 13.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does INFY have?
238,013 contracts of open interest across 172 listed contracts on Sep 11, 2026, +1.4% 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.