SPOT gamma max, delta neutral & open interest levels
As of close · rank #607 by open interest · 1,379 sessions of history since Dec 1, 2020
SPOT closed 10.3% below its gamma max of 580.15. It is 4.2% above the delta neutral price of 503.70. Total open interest is 114,616, -3.5% 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 | 36 |
| Open interest percentile (1y) | 3th |
| Open interest change, 5 sessions | -5.8% |
| Open interest change, 21 sessions | -22.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 488.14 vs 482.57 (+1.1%)
- closed below delta neutral at 478.17 vs 483.52 (-1.1%)
- closed above delta neutral at 482.66 vs 474.82 (+1.6%)
- closed below delta neutral at 468.99 vs 472.15 (-0.7%)
- closed above delta neutral at 472.48 vs 466.49 (+1.3%)
- closed below delta neutral at 479.85 vs 481.05 (-0.2%)
- closed above delta neutral at 490.00 vs 463.29 (+5.5%)
- closed below delta neutral at 434.20 vs 489.09 (-12.6%)
- closed above delta neutral at 504.10 vs 490.17 (+2.8%)
- closed below delta neutral at 475.99 vs 484.22 (-1.7%)
In today's screens
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Neighbours by open interest
Questions people ask about SPOT
Where is SPOT's gamma max today?
As of Sep 11, 2026, the gamma max for SPOT is 580.15, +10.3% from the 525.75 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 SPOT above or below its delta neutral price?
SPOT closed above delta neutral: 525.75 against a delta neutral price of 503.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPOT have?
114,616 contracts of open interest across 1,455 listed contracts on Sep 11, 2026, -3.5% 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.