JBLU gamma max, delta neutral & open interest levels
As of close · rank #104 by open interest · 1,379 sessions of history since Dec 1, 2020
JBLU closed 34.5% below its gamma max of 5.92. It is 7.7% below the delta neutral price of 4.74. Total open interest is 1,039,127, -2.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 21 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +0.8% |
| Open interest change, 21 sessions | +5.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 4.40 vs 4.74 (-7.7%)
- closed above delta neutral at 4.39 vs 4.06 (+7.4%)
- closed below delta neutral at 4.89 vs 4.90 (-0.2%)
- closed above delta neutral at 4.95 vs 4.90 (+1.0%)
- closed below delta neutral at 4.90 vs 5.01 (-2.1%)
- closed below gamma max at 6.19 vs 6.30 (-1.8%)
- closed above gamma max at 6.23 vs 6.13 (+1.5%)
- closed below gamma max at 6.03 vs 6.09 (-1.0%)
- closed above gamma max at 6.07 vs 6.02 (+0.8%)
- closed below gamma max at 5.72 vs 5.87 (-2.6%)
In today's screens
Neighbours by open interest
Questions people ask about JBLU
Where is JBLU's gamma max today?
As of Sep 11, 2026, the gamma max for JBLU is 5.92, +34.5% from the 4.40 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 JBLU above or below its delta neutral price?
JBLU closed below delta neutral: 4.40 against a delta neutral price of 4.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JBLU have?
1,039,127 contracts of open interest across 264 listed contracts on Sep 11, 2026, -2.4% 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.