XIFR gamma max, delta neutral & open interest levels
As of close · rank #424 by open interest · 404 sessions of history since Feb 4, 2025
XIFR closed 28.0% below its gamma max of 14.59. It is 2.2% above the delta neutral price of 11.15. Total open interest is 205,203, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 9 |
| Open interest percentile (1y) | 92th |
| Open interest change, 5 sessions | +0.4% |
| Open interest change, 21 sessions | +7.9% |
| History available | Feb 4, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 11.88 vs 15.92 (-34.0%)
- closed above gamma max at 11.90 vs 1.00 (+91.6%)
- closed below gamma max at 10.35 vs 18.76 (-81.3%)
- closed above delta neutral at 10.22 vs 9.60 (+6.1%)
- closed above gamma max at 10.22 vs 1.00 (+90.2%)
- closed below delta neutral at 10.34 vs 10.34 (-0.0%)
- closed above delta neutral at 10.62 vs 10.37 (+2.3%)
- closed below delta neutral at 10.27 vs 10.39 (-1.2%)
- closed above delta neutral at 9.75 vs 9.75 (+0.0%)
- closed below delta neutral at 10.33 vs 10.57 (-2.3%)
In today's screens
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Neighbours by open interest
Questions people ask about XIFR
Where is XIFR's gamma max today?
As of Sep 11, 2026, the gamma max for XIFR is 14.59, +28.0% from the 11.40 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 XIFR above or below its delta neutral price?
XIFR closed above delta neutral: 11.40 against a delta neutral price of 11.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XIFR have?
205,203 contracts of open interest across 122 listed contracts on Sep 11, 2026, +0.1% 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.