XYL gamma max, delta neutral & open interest levels
As of close · rank #1048 by open interest · snapshot page
XYL closed 10.1% below its gamma max of 117.81. It is 2.6% below the delta neutral price of 109.75. Total open interest is 46,749, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about XYL
Where is XYL's gamma max today?
As of Sep 11, 2026, the gamma max for XYL is 117.81, +10.1% from the 106.96 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 XYL above or below its delta neutral price?
XYL closed below delta neutral: 106.96 against a delta neutral price of 109.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XYL have?
46,749 contracts of open interest across 160 listed contracts on Sep 11, 2026, +0.2% 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.