KLAC gamma max, delta neutral & open interest levels
As of close · rank #237 by open interest · 1,379 sessions of history since Dec 1, 2020
KLAC closed 30.8% below its gamma max of 236.20. It is 3.2% below the delta neutral price of 186.48. Total open interest is 456,431, -1.8% 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 | 5 |
| Delta neutral crosses | 11 |
| Open interest percentile (1y) | 92th |
| Open interest change, 5 sessions | +1.1% |
| Open interest change, 21 sessions | -8.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 182.91 vs 184.97 (-1.1%)
- closed above delta neutral at 185.60 vs 185.29 (+0.2%)
- closed below delta neutral at 194.79 vs 195.38 (-0.3%)
- closed above delta neutral at 200.47 vs 197.68 (+1.4%)
- closed below delta neutral at 192.74 vs 194.90 (-1.1%)
- closed above delta neutral at 195.45 vs 192.16 (+1.7%)
- closed below delta neutral at 190.80 vs 195.11 (-2.3%)
- closed above gamma max at 2,411.64 vs 2,304.71 (+4.4%)
- closed above delta neutral at 1,429.10 vs 1,397.35 (+2.2%)
- closed below delta neutral at 1,344.55 vs 1,387.32 (-3.2%)
In today's screens
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Neighbours by open interest
Questions people ask about KLAC
Where is KLAC's gamma max today?
As of Sep 11, 2026, the gamma max for KLAC is 236.20, +30.8% from the 180.64 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 KLAC above or below its delta neutral price?
KLAC closed below delta neutral: 180.64 against a delta neutral price of 186.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KLAC have?
456,431 contracts of open interest across 1,962 listed contracts on Sep 11, 2026, -1.8% 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.