META gamma max, delta neutral & open interest levels
As of close · rank #29 by open interest · 1,134 sessions of history since Jul 9, 2021
META closed 6.9% below its gamma max of 692.69. It is 12.8% above the delta neutral price of 565.22. Total open interest is 3,331,234, -3.0% 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 | 2 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 97th |
| Open interest change, 5 sessions | -1.2% |
| Open interest change, 21 sessions | +3.1% |
| History available | Jul 9, 2021 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 546.03 vs 542.49 (+0.6%)
- closed below delta neutral at 543.67 vs 546.26 (-0.5%)
- closed above delta neutral at 556.71 vs 540.21 (+3.0%)
- closed below delta neutral at 539.03 vs 552.73 (-2.5%)
- closed above delta neutral at 550.25 vs 544.67 (+1.0%)
- closed below delta neutral at 542.87 vs 547.08 (-0.8%)
- closed above delta neutral at 572.13 vs 555.43 (+2.9%)
- closed below delta neutral at 615.68 vs 619.53 (-0.6%)
- closed above delta neutral at 627.45 vs 623.98 (+0.6%)
- closed below delta neutral at 613.71 vs 625.50 (-1.9%)
In today's screens
Neighbours by open interest
Questions people ask about META
Where is META's gamma max today?
As of Sep 11, 2026, the gamma max for META is 692.69, +6.9% from the 648.03 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 META above or below its delta neutral price?
META closed above delta neutral: 648.03 against a delta neutral price of 565.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does META have?
3,331,234 contracts of open interest across 4,299 listed contracts on Sep 11, 2026, -3.0% 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.