XXI gamma max, delta neutral & open interest levels
As of close · rank #743 by open interest · snapshot page
XXI closed 4.6% below its gamma max of 5.70. It is 33.9% above the delta neutral price of 3.60. Total open interest is 84,092, -0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about XXI
Where is XXI's gamma max today?
As of Sep 11, 2026, the gamma max for XXI is 5.70, +4.6% from the 5.45 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 XXI above or below its delta neutral price?
XXI closed above delta neutral: 5.45 against a delta neutral price of 3.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XXI have?
84,092 contracts of open interest across 64 listed contracts on Sep 11, 2026, -0.6% 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.