ON gamma max, delta neutral & open interest levels
As of close · rank #316 by open interest · 1,379 sessions of history since Dec 1, 2020
ON closed 9.9% below its gamma max of 83.70. It is 3.5% above the delta neutral price of 73.49. Total open interest is 305,788, -2.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 89th |
| Open interest change, 5 sessions | +1.8% |
| Open interest change, 21 sessions | -2.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 76.14 vs 73.49 (+3.5%)
- closed below delta neutral at 79.42 vs 81.43 (-2.5%)
- closed above delta neutral at 81.11 vs 80.96 (+0.2%)
- closed below delta neutral at 79.78 vs 81.11 (-1.7%)
- closed above delta neutral at 81.17 vs 80.79 (+0.5%)
- closed below delta neutral at 80.40 vs 80.62 (-0.3%)
- closed above delta neutral at 83.71 vs 82.21 (+1.8%)
- closed below delta neutral at 78.86 vs 81.88 (-3.8%)
- closed below gamma max at 117.30 vs 134.05 (-14.3%)
- closed above gamma max at 131.58 vs 130.22 (+1.0%)
In today's screens
Neighbours by open interest
Questions people ask about ON
Where is ON's gamma max today?
As of Sep 11, 2026, the gamma max for ON is 83.70, +9.9% from the 76.14 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 ON above or below its delta neutral price?
ON closed above delta neutral: 76.14 against a delta neutral price of 73.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ON have?
305,788 contracts of open interest across 872 listed contracts on Sep 11, 2026, -2.1% 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.