ORCL gamma max, delta neutral & open interest levels
As of close · rank #31 by open interest · 1,379 sessions of history since Dec 1, 2020
ORCL closed 20.6% below its gamma max of 181.20. It is 1.7% below the delta neutral price of 152.87. Total open interest is 3,175,988, -3.1% 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 | 4 |
| Delta neutral crosses | 17 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +2.0% |
| Open interest change, 21 sessions | +0.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 150.28 vs 152.87 (-1.7%)
- closed above delta neutral at 154.05 vs 149.79 (+2.8%)
- closed below delta neutral at 149.11 vs 150.07 (-0.6%)
- closed above delta neutral at 148.87 vs 148.40 (+0.3%)
- closed below delta neutral at 142.67 vs 145.99 (-2.3%)
- closed above delta neutral at 141.90 vs 138.55 (+2.4%)
- closed below delta neutral at 175.64 vs 181.75 (-3.5%)
- closed above delta neutral at 184.18 vs 182.65 (+0.8%)
- closed below delta neutral at 183.83 vs 185.30 (-0.8%)
- closed below gamma max at 245.40 vs 251.62 (-2.5%)
In today's screens
Neighbours by open interest
Questions people ask about ORCL
Where is ORCL's gamma max today?
As of Sep 11, 2026, the gamma max for ORCL is 181.20, +20.6% from the 150.28 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 ORCL above or below its delta neutral price?
ORCL closed below delta neutral: 150.28 against a delta neutral price of 152.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ORCL have?
3,175,988 contracts of open interest across 1,722 listed contracts on Sep 11, 2026, -3.1% 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.