OXY gamma max, delta neutral & open interest levels
As of close · rank #138 by open interest · 1,379 sessions of history since Dec 1, 2020
OXY closed 3.9% below its gamma max of 63.86. It is 13.8% above the delta neutral price of 52.98. Total open interest is 779,198, -0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 12th |
| Open interest change, 5 sessions | -2.3% |
| Open interest change, 21 sessions | -7.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 61.30 vs 63.07 (-2.9%)
- closed above gamma max at 61.52 vs 60.42 (+1.8%)
- closed below gamma max at 57.60 vs 57.67 (-0.1%)
- closed above gamma max at 57.50 vs 56.23 (+2.2%)
- closed above delta neutral at 48.91 vs 48.10 (+1.6%)
- closed below delta neutral at 47.94 vs 48.20 (-0.5%)
- closed below gamma max at 58.87 vs 60.84 (-3.3%)
- closed above gamma max at 60.92 vs 60.56 (+0.6%)
- closed below gamma max at 58.71 vs 62.78 (-6.9%)
- closed above gamma max at 60.76 vs 59.66 (+1.8%)
In today's screens
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Neighbours by open interest
Questions people ask about OXY
Where is OXY's gamma max today?
As of Sep 11, 2026, the gamma max for OXY is 63.86, +3.9% from the 61.46 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 OXY above or below its delta neutral price?
OXY closed above delta neutral: 61.46 against a delta neutral price of 52.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OXY have?
779,198 contracts of open interest across 543 listed contracts on Sep 11, 2026, -0.5% 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.