INTC gamma max, delta neutral & open interest levels
As of close · rank #14 by open interest · 1,379 sessions of history since Dec 1, 2020
INTC closed 8.6% below its gamma max of 111.79. It is 27.3% above the delta neutral price of 74.80. Total open interest is 6,107,233, -2.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 34 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 65th |
| Open interest change, 5 sessions | -0.6% |
| Open interest change, 21 sessions | +6.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 106.24 vs 108.92 (-2.5%)
- closed above gamma max at 104.47 vs 102.85 (+1.5%)
- closed below gamma max at 132.20 vs 144.15 (-9.0%)
- closed above gamma max at 140.94 vs 139.03 (+1.4%)
- closed below gamma max at 129.47 vs 129.83 (-0.3%)
- closed above gamma max at 124.92 vs 124.43 (+0.4%)
- closed below gamma max at 113.01 vs 117.63 (-4.1%)
- closed above gamma max at 108.18 vs 107.54 (+0.6%)
- closed below gamma max at 95.78 vs 103.08 (-7.6%)
- closed above gamma max at 99.61 vs 95.14 (+4.5%)
In today's screens
Neighbours by open interest
Questions people ask about INTC
Where is INTC's gamma max today?
As of Sep 11, 2026, the gamma max for INTC is 111.79, +8.6% from the 102.94 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 INTC above or below its delta neutral price?
INTC closed above delta neutral: 102.94 against a delta neutral price of 74.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does INTC have?
6,107,233 contracts of open interest across 1,966 listed contracts on Sep 11, 2026, -2.8% 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.