XME gamma max, delta neutral & open interest levels
As of close · rank #490 by open interest · 1,379 sessions of history since Dec 1, 2020
XME closed 14.2% below its gamma max of 129.78. It is 2.3% above the delta neutral price of 110.96. Total open interest is 163,405, +5.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 51th |
| Open interest change, 5 sessions | +16.3% |
| Open interest change, 21 sessions | +15.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 107.86 vs 106.13 (+1.6%)
- closed below delta neutral at 110.95 vs 113.16 (-2.0%)
- closed above delta neutral at 120.44 vs 118.33 (+1.8%)
- closed below delta neutral at 116.13 vs 117.74 (-1.4%)
- closed above delta neutral at 115.38 vs 114.15 (+1.1%)
- closed below delta neutral at 113.21 vs 113.96 (-0.7%)
- closed above delta neutral at 113.35 vs 112.45 (+0.8%)
- closed below delta neutral at 107.91 vs 107.93 (-0.0%)
- closed below gamma max at 126.17 vs 132.21 (-4.8%)
- closed above gamma max at 127.81 vs 123.70 (+3.2%)
In today's screens
Neighbours by open interest
Questions people ask about XME
Where is XME's gamma max today?
As of Sep 11, 2026, the gamma max for XME is 129.78, +14.2% from the 113.63 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 XME above or below its delta neutral price?
XME closed above delta neutral: 113.63 against a delta neutral price of 110.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XME have?
163,405 contracts of open interest across 728 listed contracts on Sep 11, 2026, +5.2% 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.