YPF gamma max, delta neutral & open interest levels
As of close · rank #549 by open interest · 1,379 sessions of history since Dec 1, 2020
YPF closed 0.2% below its gamma max of 55.67. It is 16.7% above the delta neutral price of 46.28. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 139,157, +2.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 24% |
| Gamma max crosses | 32 |
| Delta neutral crosses | 7 |
| Open interest percentile (1y) | 39th |
| Open interest change, 5 sessions | +0.4% |
| Open interest change, 21 sessions | +7.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 55.55 vs 55.67 (-0.2%)
- closed above gamma max at 56.06 vs 55.98 (+0.1%)
- closed below gamma max at 48.45 vs 50.00 (-3.2%)
- closed above gamma max at 50.26 vs 50.00 (+0.5%)
- closed below gamma max at 47.05 vs 49.09 (-4.3%)
- closed above gamma max at 47.90 vs 47.77 (+0.3%)
- closed below gamma max at 50.45 vs 53.21 (-5.5%)
- closed above gamma max at 47.47 vs 45.59 (+4.0%)
- closed below gamma max at 42.69 vs 43.21 (-1.2%)
- closed above gamma max at 42.56 vs 41.10 (+3.4%)
In today's screens
Neighbours by open interest
Questions people ask about YPF
Where is YPF's gamma max today?
As of Sep 11, 2026, the gamma max for YPF is 55.67, +0.2% from the 55.55 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 YPF above or below its delta neutral price?
YPF closed above delta neutral: 55.55 against a delta neutral price of 46.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does YPF have?
139,157 contracts of open interest across 154 listed contracts on Sep 11, 2026, +2.1% 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.