XRX gamma max, delta neutral & open interest levels
As of close · rank #632 by open interest · 1,379 sessions of history since Dec 1, 2020
XRX closed 16.9% below its gamma max of 4.01. It is 27.7% above the delta neutral price of 2.48. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 108,231, +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 | 12% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 3 |
| Open interest percentile (1y) | 40th |
| Open interest change, 5 sessions | +2.2% |
| Open interest change, 21 sessions | +6.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 3.43 vs 4.01 (-16.9%)
- closed above gamma max at 3.17 vs 3.15 (+0.6%)
- closed below gamma max at 3.14 vs 3.35 (-6.8%)
- closed above gamma max at 3.20 vs 3.17 (+0.9%)
- closed below gamma max at 3.32 vs 3.55 (-6.9%)
- closed above gamma max at 3.30 vs 3.08 (+6.5%)
- closed below gamma max at 3.16 vs 3.41 (-8.0%)
- closed above gamma max at 3.23 vs 3.09 (+4.4%)
- closed below gamma max at 3.14 vs 3.29 (-4.7%)
- closed above gamma max at 3.14 vs 2.98 (+5.0%)
In today's screens
Neighbours by open interest
Questions people ask about XRX
Where is XRX's gamma max today?
As of Sep 11, 2026, the gamma max for XRX is 4.01, +16.9% from the 3.43 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 XRX above or below its delta neutral price?
XRX closed above delta neutral: 3.43 against a delta neutral price of 2.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XRX have?
108,231 contracts of open interest across 83 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.