XLY gamma max, delta neutral & open interest levels
As of close · rank #192 by open interest · 1,379 sessions of history since Dec 1, 2020
XLY closed 22.8% below its gamma max of 138.72. It is 4.9% below the delta neutral price of 118.51. Total open interest is 571,650, +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 | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 25 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | +1.4% |
| Open interest change, 21 sessions | +2.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 122.29 vs 124.16 (-1.5%)
- closed above delta neutral at 124.41 vs 122.95 (+1.2%)
- closed below delta neutral at 120.90 vs 121.77 (-0.7%)
- closed above delta neutral at 120.30 vs 120.18 (+0.1%)
- closed below delta neutral at 119.41 vs 119.73 (-0.3%)
- closed above delta neutral at 122.59 vs 122.06 (+0.4%)
- closed below delta neutral at 122.17 vs 122.76 (-0.5%)
- closed above delta neutral at 122.34 vs 122.01 (+0.3%)
- closed below delta neutral at 121.85 vs 122.92 (-0.9%)
- closed above delta neutral at 121.93 vs 121.82 (+0.1%)
In today's screens
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Neighbours by open interest
Questions people ask about XLY
Where is XLY's gamma max today?
As of Sep 11, 2026, the gamma max for XLY is 138.72, +22.8% from the 112.96 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 XLY above or below its delta neutral price?
XLY closed below delta neutral: 112.96 against a delta neutral price of 118.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XLY have?
571,650 contracts of open interest across 643 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.