ZTS gamma max, delta neutral & open interest levels
As of close · rank #470 by open interest · 1,379 sessions of history since Dec 1, 2020
ZTS closed 15.1% below its gamma max of 84.00. It is 9.1% above the delta neutral price of 66.32. Total open interest is 177,547, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 23% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 11 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +1.9% |
| Open interest change, 21 sessions | +1.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 76.92 vs 73.11 (+5.0%)
- closed below gamma max at 76.78 vs 91.43 (-19.1%)
- closed below delta neutral at 87.00 vs 97.84 (-12.5%)
- closed above gamma max at 122.72 vs 60.01 (+51.1%)
- closed below gamma max at 120.76 vs 129.74 (-7.4%)
- closed above gamma max at 121.11 vs 63.27 (+47.8%)
- closed below gamma max at 120.08 vs 130.96 (-9.1%)
- closed above gamma max at 115.67 vs 55.43 (+52.1%)
- closed below gamma max at 120.49 vs 136.26 (-13.1%)
- closed above gamma max at 125.93 vs 61.67 (+51.0%)
In today's screens
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Neighbours by open interest
Questions people ask about ZTS
Where is ZTS's gamma max today?
As of Sep 11, 2026, the gamma max for ZTS is 84.00, +15.1% from the 72.97 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 ZTS above or below its delta neutral price?
ZTS closed above delta neutral: 72.97 against a delta neutral price of 66.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ZTS have?
177,547 contracts of open interest across 361 listed contracts on Sep 11, 2026, +0.1% 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.