XYZ gamma max, delta neutral & open interest levels
As of close · rank #239 by open interest · 413 sessions of history since Jan 22, 2025
XYZ closed 10.4% below its gamma max of 87.47. It is 13.1% above the delta neutral price of 68.85. Total open interest is 454,800, -4.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 42th |
| Open interest change, 5 sessions | -3.6% |
| Open interest change, 21 sessions | -8.9% |
| History available | Jan 22, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 81.24 vs 90.12 (-10.9%)
- closed above gamma max at 83.10 vs 82.36 (+0.9%)
- closed below gamma max at 81.52 vs 81.85 (-0.4%)
- closed above gamma max at 81.81 vs 81.19 (+0.8%)
- closed below gamma max at 75.72 vs 78.25 (-3.3%)
- closed above gamma max at 74.32 vs 74.28 (+0.1%)
- closed below gamma max at 69.93 vs 73.46 (-5.0%)
- closed above gamma max at 72.50 vs 70.93 (+2.2%)
- closed below gamma max at 71.75 vs 73.57 (-2.5%)
- closed above gamma max at 66.15 vs 65.66 (+0.7%)
In today's screens
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Neighbours by open interest
Questions people ask about XYZ
Where is XYZ's gamma max today?
As of Sep 11, 2026, the gamma max for XYZ is 87.47, +10.4% from the 79.21 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 XYZ above or below its delta neutral price?
XYZ closed above delta neutral: 79.21 against a delta neutral price of 68.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XYZ have?
454,800 contracts of open interest across 689 listed contracts on Sep 11, 2026, -4.2% 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.