XPEV gamma max, delta neutral & open interest levels
As of close · rank #191 by open interest · 1,379 sessions of history since Dec 1, 2020
XPEV closed 22.4% below its gamma max of 12.90. It is 5.3% below the delta neutral price of 11.10. Total open interest is 572,777, -2.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 17 |
| Open interest percentile (1y) | 54th |
| Open interest change, 5 sessions | -0.2% |
| Open interest change, 21 sessions | -3.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 11.15 vs 11.68 (-4.7%)
- closed below gamma max at 13.18 vs 13.35 (-1.3%)
- closed above gamma max at 13.53 vs 13.01 (+3.8%)
- closed below gamma max at 14.05 vs 14.26 (-1.5%)
- closed above gamma max at 13.37 vs 12.97 (+3.0%)
- closed below gamma max at 12.95 vs 13.52 (-4.4%)
- closed above gamma max at 13.02 vs 12.83 (+1.5%)
- closed below gamma max at 13.56 vs 13.75 (-1.4%)
- closed above gamma max at 13.24 vs 12.87 (+2.8%)
- closed above delta neutral at 12.09 vs 11.97 (+0.9%)
In today's screens
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Neighbours by open interest
Questions people ask about XPEV
Where is XPEV's gamma max today?
As of Sep 11, 2026, the gamma max for XPEV is 12.90, +22.4% from the 10.54 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 XPEV above or below its delta neutral price?
XPEV closed below delta neutral: 10.54 against a delta neutral price of 11.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XPEV have?
572,777 contracts of open interest across 311 listed contracts on Sep 11, 2026, -2.6% 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.