SA gamma max, delta neutral & open interest levels
As of close · rank #828 by open interest · snapshot page
SA closed 11.1% below its gamma max of 34.44. It is 29.7% above the delta neutral price of 21.81. Total open interest is 70,750, +4.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SA
Where is SA's gamma max today?
As of Sep 11, 2026, the gamma max for SA is 34.44, +11.1% from the 31.01 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 SA above or below its delta neutral price?
SA closed above delta neutral: 31.01 against a delta neutral price of 21.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SA have?
70,750 contracts of open interest across 238 listed contracts on Sep 11, 2026, +4.6% 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.