QQQ gamma max, delta neutral & open interest levels
As of close · rank #6 by open interest · 1,379 sessions of history since Dec 1, 2020
QQQ closed 5.1% below its gamma max of 751.65. It is 0.7% above the delta neutral price of 709.89. Total open interest is 11,948,881, -1.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 28 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | -0.7% |
| Open interest change, 21 sessions | +6.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 714.88 vs 709.89 (+0.7%)
- closed below delta neutral at 708.69 vs 710.51 (-0.3%)
- closed above delta neutral at 709.24 vs 708.84 (+0.1%)
- closed below delta neutral at 707.64 vs 708.40 (-0.1%)
- closed above delta neutral at 700.07 vs 690.56 (+1.4%)
- closed below delta neutral at 691.96 vs 704.23 (-1.8%)
- closed above delta neutral at 708.97 vs 705.25 (+0.5%)
- closed below delta neutral at 705.94 vs 709.65 (-0.5%)
- closed above delta neutral at 724.08 vs 708.66 (+2.1%)
- closed below delta neutral at 706.52 vs 707.41 (-0.1%)
In today's screens
Questions people ask about QQQ
Where is QQQ's gamma max today?
As of Sep 11, 2026, the gamma max for QQQ is 751.65, +5.1% from the 714.88 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 QQQ above or below its delta neutral price?
QQQ closed above delta neutral: 714.88 against a delta neutral price of 709.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does QQQ have?
11,948,881 contracts of open interest across 7,715 listed contracts on Sep 11, 2026, -1.8% 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.