XLI gamma max, delta neutral & open interest levels
As of close · rank #181 by open interest · 1,379 sessions of history since Dec 1, 2020
XLI closed 12.3% below its gamma max of 193.52. It is 4.2% below the delta neutral price of 179.54. Total open interest is 617,030, -0.4% 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) | 60th |
| Open interest change, 5 sessions | +4.9% |
| Open interest change, 21 sessions | +12.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 183.57 vs 184.59 (-0.6%)
- closed above delta neutral at 183.13 vs 182.15 (+0.5%)
- closed below delta neutral at 182.42 vs 182.44 (-0.0%)
- closed above delta neutral at 180.23 vs 179.84 (+0.2%)
- closed below delta neutral at 178.38 vs 178.95 (-0.3%)
- closed above delta neutral at 176.14 vs 175.86 (+0.2%)
- closed below delta neutral at 174.00 vs 176.28 (-1.3%)
- closed above delta neutral at 177.27 vs 176.40 (+0.5%)
- closed below delta neutral at 175.44 vs 177.89 (-1.4%)
- closed above delta neutral at 178.37 vs 177.90 (+0.3%)
In today's screens
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Neighbours by open interest
Questions people ask about XLI
Where is XLI's gamma max today?
As of Sep 11, 2026, the gamma max for XLI is 193.52, +12.3% from the 172.36 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 XLI above or below its delta neutral price?
XLI closed below delta neutral: 172.36 against a delta neutral price of 179.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XLI have?
617,030 contracts of open interest across 1,079 listed contracts on Sep 11, 2026, -0.4% 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.