QLD gamma max, delta neutral & open interest levels
As of close · rank #1033 by open interest · snapshot page
QLD closed 5.8% below its gamma max of 94.71. It is 44.1% above the delta neutral price of 50.08. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 47,789, +0.2% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about QLD
Where is QLD's gamma max today?
As of Sep 11, 2026, the gamma max for QLD is 94.71, +5.8% from the 89.55 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 QLD above or below its delta neutral price?
QLD closed above delta neutral: 89.55 against a delta neutral price of 50.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does QLD have?
47,789 contracts of open interest across 459 listed contracts on Sep 11, 2026, +0.2% 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.