ZIM gamma max, delta neutral & open interest levels
As of close · rank #353 by open interest · 1,285 sessions of history since Apr 19, 2021
ZIM closed 3.8% below its gamma max of 30.71. It is 10.9% above the delta neutral price of 26.34. Total open interest is 248,708, -1.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 3 |
| Open interest percentile (1y) | 49th |
| Open interest change, 5 sessions | +1.4% |
| Open interest change, 21 sessions | +8.1% |
| History available | Apr 19, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 26.58 vs 27.98 (-5.3%)
- closed above gamma max at 27.29 vs 27.10 (+0.7%)
- closed below gamma max at 29.03 vs 30.24 (-4.2%)
- closed above gamma max at 27.85 vs 27.55 (+1.1%)
- closed above delta neutral at 20.68 vs 20.48 (+1.0%)
- closed below delta neutral at 20.33 vs 20.34 (-0.0%)
- closed above delta neutral at 15.41 vs 15.35 (+0.4%)
- closed below delta neutral at 16.96 vs 17.27 (-1.8%)
- closed above delta neutral at 17.41 vs 17.23 (+1.0%)
- closed below delta neutral at 17.34 vs 17.34 (-0.0%)
In today's screens
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Neighbours by open interest
Questions people ask about ZIM
Where is ZIM's gamma max today?
As of Sep 11, 2026, the gamma max for ZIM is 30.71, +3.8% from the 29.57 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 ZIM above or below its delta neutral price?
ZIM closed above delta neutral: 29.57 against a delta neutral price of 26.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ZIM have?
248,708 contracts of open interest across 417 listed contracts on Sep 11, 2026, -1.7% 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.