XLC gamma max, delta neutral & open interest levels
As of close · rank #349 by open interest · 1,379 sessions of history since Dec 1, 2020
XLC closed 12.7% below its gamma max of 126.87. It is 1.6% below the delta neutral price of 114.45. Total open interest is 253,245, -0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 17 |
| Delta neutral crosses | 7 |
| Open interest percentile (1y) | 62th |
| Open interest change, 5 sessions | +0.3% |
| Open interest change, 21 sessions | -0.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 112.71 vs 207.57 (-84.2%)
- closed above gamma max at 112.23 vs 45.00 (+59.9%)
- closed below delta neutral at 116.88 vs 122.93 (-5.2%)
- closed below gamma max at 117.74 vs 119.13 (-1.2%)
- closed above gamma max at 120.08 vs 117.29 (+2.3%)
- closed below gamma max at 116.66 vs 118.73 (-1.8%)
- closed above gamma max at 116.52 vs 116.42 (+0.1%)
- closed below gamma max at 116.57 vs 117.56 (-0.8%)
- closed above gamma max at 116.55 vs 115.19 (+1.2%)
- closed below gamma max at 116.81 vs 118.44 (-1.4%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about XLC
Where is XLC's gamma max today?
As of Sep 11, 2026, the gamma max for XLC is 126.87, +12.7% from the 112.60 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 XLC above or below its delta neutral price?
XLC closed below delta neutral: 112.60 against a delta neutral price of 114.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XLC have?
253,245 contracts of open interest across 383 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.