KSS gamma max, delta neutral & open interest levels
As of close · rank #521 by open interest · 1,379 sessions of history since Dec 1, 2020
KSS closed 13.6% below its gamma max of 19.57. It is 7.8% above the delta neutral price of 15.88. Total open interest is 150,539, -3.3% 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 | 12 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 26th |
| Open interest change, 5 sessions | -10.4% |
| Open interest change, 21 sessions | +11.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 18.20 vs 18.49 (-1.6%)
- closed above gamma max at 19.08 vs 18.90 (+1.0%)
- closed below gamma max at 18.89 vs 19.03 (-0.7%)
- closed above gamma max at 18.92 vs 18.36 (+3.0%)
- closed below gamma max at 14.35 vs 15.11 (-5.3%)
- closed above gamma max at 15.60 vs 15.25 (+2.3%)
- closed below gamma max at 13.10 vs 15.65 (-19.5%)
- closed above delta neutral at 12.69 vs 12.26 (+3.4%)
- closed above gamma max at 12.69 vs 12.61 (+0.7%)
- closed below delta neutral at 11.93 vs 12.59 (-5.5%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about KSS
Where is KSS's gamma max today?
As of Sep 11, 2026, the gamma max for KSS is 19.57, +13.6% from the 17.23 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 KSS above or below its delta neutral price?
KSS closed above delta neutral: 17.23 against a delta neutral price of 15.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KSS have?
150,539 contracts of open interest across 439 listed contracts on Sep 11, 2026, -3.3% 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.