XP gamma max, delta neutral & open interest levels
As of close · rank #341 by open interest · 1,379 sessions of history since Dec 1, 2020
XP closed 11.4% above its gamma max of 17.59. It is 32.3% above the delta neutral price of 13.45. Total open interest is 262,773, -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 | 11% |
| Gamma max crosses | 21 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | +3.5% |
| Open interest change, 21 sessions | +31.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 18.23 vs 17.73 (+2.8%)
- closed below gamma max at 17.66 vs 17.67 (-0.0%)
- closed above gamma max at 17.80 vs 17.39 (+2.3%)
- closed below gamma max at 17.60 vs 19.34 (-9.9%)
- closed above gamma max at 17.29 vs 16.97 (+1.9%)
- closed below gamma max at 21.12 vs 22.51 (-6.6%)
- closed above gamma max at 20.37 vs 20.17 (+1.0%)
- closed below gamma max at 22.33 vs 22.61 (-1.2%)
- closed above gamma max at 22.45 vs 22.37 (+0.4%)
- closed below gamma max at 21.69 vs 21.89 (-0.9%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about XP
Where is XP's gamma max today?
As of Sep 11, 2026, the gamma max for XP is 17.59, -11.4% from the 19.86 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 XP above or below its delta neutral price?
XP closed above delta neutral: 19.86 against a delta neutral price of 13.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XP have?
262,773 contracts of open interest across 254 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.