XOM gamma max, delta neutral & open interest levels
As of close · rank #103 by open interest · 1,379 sessions of history since Dec 1, 2020
XOM closed 3.5% below its gamma max of 171.86. It is 10.4% above the delta neutral price of 148.74. Total open interest is 1,045,221, -4.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 51th |
| Open interest change, 5 sessions | -1.7% |
| Open interest change, 21 sessions | +1.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 171.47 vs 172.92 (-0.8%)
- closed above gamma max at 170.99 vs 169.73 (+0.7%)
- closed below gamma max at 163.26 vs 165.83 (-1.6%)
- closed above gamma max at 165.38 vs 164.71 (+0.4%)
- closed below gamma max at 151.83 vs 159.15 (-4.8%)
- closed above gamma max at 156.05 vs 154.74 (+0.8%)
- closed below gamma max at 149.93 vs 159.08 (-6.1%)
- closed above gamma max at 155.56 vs 152.06 (+2.3%)
- closed below gamma max at 151.59 vs 152.19 (-0.4%)
- closed above gamma max at 149.05 vs 144.48 (+3.1%)
In today's screens
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Neighbours by open interest
Questions people ask about XOM
Where is XOM's gamma max today?
As of Sep 11, 2026, the gamma max for XOM is 171.86, +3.5% from the 165.99 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 XOM above or below its delta neutral price?
XOM closed above delta neutral: 165.99 against a delta neutral price of 148.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XOM have?
1,045,221 contracts of open interest across 742 listed contracts on Sep 11, 2026, -4.2% 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.