ISRG gamma max, delta neutral & open interest levels
As of close · rank #543 by open interest · 1,379 sessions of history since Dec 1, 2020
ISRG closed 18.5% below its gamma max of 437.39. It is 1.4% below the delta neutral price of 374.32. Total open interest is 141,055, -3.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | +5.2% |
| Open interest change, 21 sessions | -1.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 374.48 vs 378.78 (-1.1%)
- closed above delta neutral at 375.20 vs 373.76 (+0.4%)
- closed below delta neutral at 411.55 vs 413.99 (-0.6%)
- closed above delta neutral at 426.01 vs 416.86 (+2.1%)
- closed below delta neutral at 440.01 vs 442.11 (-0.5%)
- closed above delta neutral at 449.03 vs 443.08 (+1.3%)
- closed below delta neutral at 466.64 vs 468.52 (-0.4%)
- closed above delta neutral at 483.62 vs 469.14 (+3.0%)
- closed below delta neutral at 496.70 vs 498.94 (-0.5%)
- closed above delta neutral at 501.18 vs 497.84 (+0.7%)
In today's screens
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Neighbours by open interest
Questions people ask about ISRG
Where is ISRG's gamma max today?
As of Sep 11, 2026, the gamma max for ISRG is 437.39, +18.5% from the 369.15 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 ISRG above or below its delta neutral price?
ISRG closed below delta neutral: 369.15 against a delta neutral price of 374.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ISRG have?
141,055 contracts of open interest across 1,464 listed contracts on Sep 11, 2026, -3.1% 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.