JPM gamma max, delta neutral & open interest levels
As of close · rank #166 by open interest · 1,379 sessions of history since Dec 1, 2020
JPM closed 5.0% below its gamma max of 373.98. It is 5.6% above the delta neutral price of 336.34. Total open interest is 660,483, -3.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 22 |
| Open interest percentile (1y) | 32th |
| Open interest change, 5 sessions | -2.0% |
| Open interest change, 21 sessions | -4.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 301.69 vs 299.69 (+0.7%)
- closed below delta neutral at 296.57 vs 297.81 (-0.4%)
- closed above delta neutral at 299.31 vs 299.11 (+0.1%)
- closed below delta neutral at 298.73 vs 298.80 (-0.0%)
- closed above delta neutral at 301.98 vs 297.46 (+1.5%)
- closed below delta neutral at 295.70 vs 296.86 (-0.4%)
- closed above delta neutral at 294.16 vs 292.51 (+0.6%)
- closed below delta neutral at 291.66 vs 293.03 (-0.5%)
- closed above delta neutral at 295.42 vs 293.84 (+0.5%)
- closed below delta neutral at 293.55 vs 297.97 (-1.5%)
In today's screens
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Neighbours by open interest
Questions people ask about JPM
Where is JPM's gamma max today?
As of Sep 11, 2026, the gamma max for JPM is 373.98, +5.0% from the 356.23 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 JPM above or below its delta neutral price?
JPM closed above delta neutral: 356.23 against a delta neutral price of 336.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JPM have?
660,483 contracts of open interest across 1,122 listed contracts on Sep 11, 2026, -3.5% 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.