XE gamma max, delta neutral & open interest levels
As of close · rank #384 by open interest · 60 sessions of history since Jun 17, 2026
XE closed 61.4% below its gamma max of 24.10. It is 20.2% below the delta neutral price of 17.95. Total open interest is 230,381, -0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 60 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +0.4% |
| Open interest change, 21 sessions | +99.0% |
| History available | Jun 17, 2026 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 17.26 vs 18.58 (-7.7%)
- closed above delta neutral at 17.71 vs 17.62 (+0.5%)
- closed below delta neutral at 17.88 vs 18.23 (-1.9%)
- closed above delta neutral at 18.41 vs 18.23 (+1.0%)
- closed below delta neutral at 17.22 vs 18.09 (-5.1%)
- closed above delta neutral at 18.47 vs 18.36 (+0.6%)
- closed below delta neutral at 18.26 vs 18.29 (-0.1%)
- closed above delta neutral at 18.67 vs 18.18 (+2.6%)
- closed below delta neutral at 18.29 vs 18.73 (-2.4%)
- closed below gamma max at 20.64 vs 21.51 (-4.2%)
In today's screens
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Neighbours by open interest
Questions people ask about XE
Where is XE's gamma max today?
As of Sep 11, 2026, the gamma max for XE is 24.10, +61.4% from the 14.93 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 XE above or below its delta neutral price?
XE closed below delta neutral: 14.93 against a delta neutral price of 17.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XE have?
230,381 contracts of open interest across 259 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.