Data through close

QXO gamma max, delta neutral & open interest levels

As of close · rank #179 by open interest · 508 sessions of history since Sep 3, 2024

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Close
12.31
prev 12.29
Gamma max
16.17
+31.4% from close
Delta neutral
10.87
-11.7% from close
Gamma neutral
12.31
0.0% from close
Open interest
622,012
-1.2% vs prev
Contracts listed
465
258 calls · 211 puts

QXO closed 31.4% below its gamma max of 16.17. It is 11.7% above the delta neutral price of 10.87. Total open interest is 622,012, -1.2% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max2%
Gamma max crosses8
Delta neutral crosses10
Open interest percentile (1y)96th
Open interest change, 5 sessions-1.1%
Open interest change, 21 sessions+10.5%
History availableSep 3, 2024 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 14.58 vs 14.25 (+2.2%)
  2. closed below delta neutral at 14.66 vs 15.36 (-4.8%)
  3. closed above delta neutral at 16.98 vs 16.51 (+2.8%)
  4. closed below delta neutral at 16.30 vs 16.33 (-0.2%)
  5. closed above delta neutral at 17.77 vs 16.98 (+4.5%)
  6. closed below delta neutral at 20.39 vs 20.42 (-0.1%)
  7. closed below gamma max at 24.22 vs 25.18 (-4.0%)
  8. closed above gamma max at 25.00 vs 24.24 (+3.0%)
  9. closed below gamma max at 25.92 vs 27.30 (-5.3%)
  10. closed above gamma max at 27.07 vs 26.79 (+1.0%)

In today's screens

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Neighbours by open interest

Questions people ask about QXO

Where is QXO's gamma max today?

As of Sep 11, 2026, the gamma max for QXO is 16.17, +31.4% from the 12.31 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 QXO above or below its delta neutral price?

QXO closed above delta neutral: 12.31 against a delta neutral price of 10.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QXO have?

622,012 contracts of open interest across 465 listed contracts on Sep 11, 2026, -1.2% 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.