JNJ gamma max, delta neutral & open interest levels
As of close · rank #274 by open interest · 1,379 sessions of history since Dec 1, 2020
JNJ closed 4.6% below its gamma max of 277.83. It is 7.2% above the delta neutral price of 246.46. Total open interest is 379,638, -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 | 13% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 54th |
| Open interest change, 5 sessions | +0.1% |
| Open interest change, 21 sessions | -5.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 253.97 vs 262.05 (-3.2%)
- closed above gamma max at 254.66 vs 253.99 (+0.3%)
- closed below gamma max at 228.39 vs 249.86 (-9.4%)
- closed above gamma max at 234.20 vs 230.35 (+1.6%)
- closed below gamma max at 242.49 vs 246.59 (-1.7%)
- closed above gamma max at 246.91 vs 245.60 (+0.5%)
- closed below gamma max at 243.45 vs 245.64 (-0.9%)
- closed above gamma max at 230.75 vs 229.83 (+0.4%)
- closed below gamma max at 227.29 vs 228.95 (-0.7%)
- closed above gamma max at 227.72 vs 227.54 (+0.1%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about JNJ
Where is JNJ's gamma max today?
As of Sep 11, 2026, the gamma max for JNJ is 277.83, +4.6% from the 265.58 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 JNJ above or below its delta neutral price?
JNJ closed above delta neutral: 265.58 against a delta neutral price of 246.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JNJ have?
379,638 contracts of open interest across 756 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.