XLV gamma max, delta neutral & open interest levels
As of close · rank #162 by open interest · 1,379 sessions of history since Dec 1, 2020
XLV closed 5.3% below its gamma max of 174.17. It is 4.7% above the delta neutral price of 157.66. Total open interest is 670,922, -1.1% 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 | 22 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +1.7% |
| Open interest change, 21 sessions | +11.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 174.70 vs 177.94 (-1.9%)
- closed above gamma max at 174.62 vs 172.61 (+1.1%)
- closed below gamma max at 172.39 vs 174.62 (-1.3%)
- closed above gamma max at 169.73 vs 169.59 (+0.1%)
- closed below gamma max at 168.01 vs 168.11 (-0.1%)
- closed above gamma max at 168.44 vs 167.53 (+0.5%)
- closed below gamma max at 163.52 vs 165.56 (-1.3%)
- closed above gamma max at 167.26 vs 166.42 (+0.5%)
- closed below gamma max at 161.09 vs 165.12 (-2.5%)
- closed above gamma max at 161.80 vs 160.86 (+0.6%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about XLV
Where is XLV's gamma max today?
As of Sep 11, 2026, the gamma max for XLV is 174.17, +5.3% from the 165.36 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 XLV above or below its delta neutral price?
XLV closed above delta neutral: 165.36 against a delta neutral price of 157.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XLV have?
670,922 contracts of open interest across 841 listed contracts on Sep 11, 2026, -1.1% 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.