JD gamma max, delta neutral & open interest levels
As of close · rank #109 by open interest · 1,379 sessions of history since Dec 1, 2020
JD closed 21.0% below its gamma max of 32.74. It is 3.0% below the delta neutral price of 27.87. Total open interest is 982,990, -1.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 21 |
| Open interest percentile (1y) | 18th |
| Open interest change, 5 sessions | +0.0% |
| Open interest change, 21 sessions | -0.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 27.66 vs 28.02 (-1.3%)
- closed above delta neutral at 28.26 vs 28.16 (+0.4%)
- closed below delta neutral at 27.90 vs 28.41 (-1.8%)
- closed above delta neutral at 28.82 vs 28.69 (+0.4%)
- closed below delta neutral at 28.50 vs 28.67 (-0.6%)
- closed below gamma max at 29.62 vs 33.92 (-14.5%)
- closed above gamma max at 29.28 vs 29.26 (+0.1%)
- closed above delta neutral at 27.63 vs 26.88 (+2.7%)
- closed below delta neutral at 27.91 vs 28.11 (-0.7%)
- closed above delta neutral at 28.56 vs 28.40 (+0.6%)
In today's screens
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Neighbours by open interest
Questions people ask about JD
Where is JD's gamma max today?
As of Sep 11, 2026, the gamma max for JD is 32.74, +21.0% from the 27.06 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 JD above or below its delta neutral price?
JD closed below delta neutral: 27.06 against a delta neutral price of 27.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JD have?
982,990 contracts of open interest across 490 listed contracts on Sep 11, 2026, -1.5% 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.