XSP gamma max, delta neutral & open interest levels
As of close · rank #143 by open interest · 1,364 sessions of history since Dec 1, 2020
XSP closed 3.5% below its gamma max of 792.25. It is 0.9% below the delta neutral price of 772.94. Total open interest is 744,360, -2.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 34 |
| Open interest percentile (1y) | 91th |
| Open interest change, 5 sessions | +0.6% |
| Open interest change, 21 sessions | -0.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 771.83 vs 774.57 (-0.4%)
- closed above delta neutral at 774.54 vs 773.72 (+0.1%)
- closed below delta neutral at 769.20 vs 771.96 (-0.4%)
- closed above delta neutral at 760.05 vs 755.56 (+0.6%)
- closed below delta neutral at 742.01 vs 750.15 (-1.1%)
- closed above delta neutral at 755.45 vs 753.96 (+0.2%)
- closed below delta neutral at 738.39 vs 752.88 (-2.0%)
- closed above delta neutral at 743.28 vs 739.29 (+0.5%)
- closed below delta neutral at 735.38 vs 736.79 (-0.2%)
- closed above delta neutral at 688.60 vs 685.03 (+0.5%)
In today's screens
Neighbours by open interest
Questions people ask about XSP
Where is XSP's gamma max today?
As of Sep 11, 2026, the gamma max for XSP is 792.25, +3.5% from the 765.75 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 XSP above or below its delta neutral price?
XSP closed below delta neutral: 765.75 against a delta neutral price of 772.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XSP have?
744,360 contracts of open interest across 7,497 listed contracts on Sep 11, 2026, -2.3% 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.