S gamma max, delta neutral & open interest levels
As of close · rank #322 by open interest · 1,227 sessions of history since Jul 12, 2021
S closed 7.3% below its gamma max of 21.18. It is 26.1% above the delta neutral price of 14.60. Total open interest is 298,409, -1.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 14% |
| Gamma max crosses | 30 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 70th |
| Open interest change, 5 sessions | -6.8% |
| Open interest change, 21 sessions | +7.9% |
| History available | Jul 12, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 22.10 vs 22.19 (-0.4%)
- closed above gamma max at 22.71 vs 20.84 (+8.2%)
- closed below gamma max at 20.31 vs 20.37 (-0.3%)
- closed above gamma max at 23.84 vs 23.04 (+3.4%)
- closed below gamma max at 22.30 vs 22.54 (-1.1%)
- closed above gamma max at 21.40 vs 19.77 (+7.6%)
- closed below gamma max at 20.76 vs 21.01 (-1.2%)
- closed above gamma max at 18.40 vs 18.18 (+1.2%)
- closed below gamma max at 19.46 vs 20.19 (-3.8%)
- closed above gamma max at 19.57 vs 18.37 (+6.1%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about S
Where is S's gamma max today?
As of Sep 11, 2026, the gamma max for S is 21.18, +7.3% from the 19.75 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 S above or below its delta neutral price?
S closed above delta neutral: 19.75 against a delta neutral price of 14.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does S have?
298,409 contracts of open interest across 404 listed contracts on Sep 11, 2026, -1.9% 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.