QS gamma max, delta neutral & open interest levels
As of close · rank #176 by open interest · 1,379 sessions of history since Dec 1, 2020
QS closed 17.7% below its gamma max of 6.22. It is 17.6% above the delta neutral price of 4.35. Total open interest is 629,735, -1.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 16% |
| Gamma max crosses | 38 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 29th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | -13.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 7.61 vs 7.98 (-4.9%)
- closed above gamma max at 8.04 vs 8.01 (+0.3%)
- closed below gamma max at 8.76 vs 9.24 (-5.5%)
- closed above gamma max at 8.71 vs 8.55 (+1.9%)
- closed below gamma max at 8.55 vs 8.57 (-0.3%)
- closed above gamma max at 8.42 vs 8.09 (+4.0%)
- closed below gamma max at 7.34 vs 7.75 (-5.6%)
- closed above gamma max at 7.95 vs 7.71 (+3.0%)
- closed below gamma max at 7.22 vs 7.72 (-7.0%)
- closed above gamma max at 7.31 vs 7.28 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about QS
Where is QS's gamma max today?
As of Sep 11, 2026, the gamma max for QS is 6.22, +17.7% from the 5.28 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 QS above or below its delta neutral price?
QS closed above delta neutral: 5.28 against a delta neutral price of 4.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does QS have?
629,735 contracts of open interest across 276 listed contracts on Sep 11, 2026, -1.7% 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.