O gamma max, delta neutral & open interest levels
As of close · rank #553 by open interest · 1,378 sessions of history since Dec 1, 2020
O closed 7.8% below its gamma max of 64.16. It is 2.8% below the delta neutral price of 61.14. Total open interest is 137,740, -0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 11% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 17 |
| Open interest percentile (1y) | 49th |
| Open interest change, 5 sessions | +1.9% |
| Open interest change, 21 sessions | +0.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 61.25 vs 61.74 (-0.8%)
- closed above delta neutral at 61.74 vs 61.66 (+0.1%)
- closed below delta neutral at 61.28 vs 61.73 (-0.7%)
- closed above delta neutral at 61.89 vs 61.87 (+0.0%)
- closed below delta neutral at 61.89 vs 61.95 (-0.1%)
- closed below gamma max at 65.71 vs 66.70 (-1.5%)
- closed above gamma max at 65.75 vs 65.06 (+1.0%)
- closed above delta neutral at 60.84 vs 60.40 (+0.7%)
- closed below delta neutral at 59.55 vs 60.18 (-1.1%)
- closed below gamma max at 64.92 vs 65.20 (-0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about O
Where is O's gamma max today?
As of Sep 11, 2026, the gamma max for O is 64.16, +7.8% from the 59.50 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 O above or below its delta neutral price?
O closed below delta neutral: 59.50 against a delta neutral price of 61.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does O have?
137,740 contracts of open interest across 205 listed contracts on Sep 11, 2026, -0.9% 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.