ZS gamma max, delta neutral & open interest levels
As of close · rank #400 by open interest · 1,379 sessions of history since Dec 1, 2020
ZS closed 20.6% below its gamma max of 198.49. It is 4.1% above the delta neutral price of 157.77. Total open interest is 221,839, -9.9% 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 | 10 |
| Open interest percentile (1y) | 81th |
| Open interest change, 5 sessions | +0.7% |
| Open interest change, 21 sessions | -4.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 183.60 vs 193.51 (-5.4%)
- closed above gamma max at 188.18 vs 184.80 (+1.8%)
- closed above delta neutral at 137.60 vs 132.33 (+3.8%)
- closed below delta neutral at 134.37 vs 137.76 (-2.5%)
- closed above delta neutral at 139.73 vs 139.18 (+0.4%)
- closed below delta neutral at 126.41 vs 159.92 (-26.5%)
- closed below gamma max at 175.16 vs 183.42 (-4.7%)
- closed above gamma max at 174.95 vs 174.92 (+0.0%)
- closed above delta neutral at 152.77 vs 144.32 (+5.5%)
- closed below delta neutral at 138.83 vs 140.40 (-1.1%)
In today's screens
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Neighbours by open interest
Questions people ask about ZS
Where is ZS's gamma max today?
As of Sep 11, 2026, the gamma max for ZS is 198.49, +20.6% from the 164.54 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 ZS above or below its delta neutral price?
ZS closed above delta neutral: 164.54 against a delta neutral price of 157.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ZS have?
221,839 contracts of open interest across 1,139 listed contracts on Sep 11, 2026, -9.9% 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.