ZM gamma max, delta neutral & open interest levels
As of close · rank #314 by open interest · 1,379 sessions of history since Dec 1, 2020
ZM closed 12.3% below its gamma max of 107.31. It is 8.9% above the delta neutral price of 87.03. Total open interest is 307,859, -2.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 77th |
| Open interest change, 5 sessions | -1.2% |
| Open interest change, 21 sessions | -0.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 106.06 vs 109.72 (-3.5%)
- closed above gamma max at 104.50 vs 100.76 (+3.6%)
- closed below gamma max at 111.85 vs 112.93 (-1.0%)
- closed above gamma max at 111.62 vs 109.03 (+2.3%)
- closed below gamma max at 107.00 vs 109.84 (-2.6%)
- closed above gamma max at 109.21 vs 107.02 (+2.0%)
- closed below gamma max at 105.13 vs 110.57 (-5.2%)
- closed above gamma max at 103.44 vs 99.65 (+3.7%)
- closed above delta neutral at 75.99 vs 75.69 (+0.4%)
- closed below delta neutral at 74.94 vs 75.25 (-0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about ZM
Where is ZM's gamma max today?
As of Sep 11, 2026, the gamma max for ZM is 107.31, +12.3% from the 95.57 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 ZM above or below its delta neutral price?
ZM closed above delta neutral: 95.57 against a delta neutral price of 87.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ZM have?
307,859 contracts of open interest across 888 listed contracts on Sep 11, 2026, -2.3% 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.