Data through close

SBET gamma max, delta neutral & open interest levels

As of close · rank #168 by open interest · 311 sessions of history since Jun 18, 2025

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Close
8.88
prev 8.43
Gamma max
9.11
+2.6% from close
Delta neutral
5.03
-43.4% from close
Gamma neutral
8.88
0.0% from close
Open interest
659,368
+4.8% vs prev
Contracts listed
313
189 calls · 131 puts

SBET closed 2.6% below its gamma max of 9.11. It is 43.4% above the delta neutral price of 5.03. Total open interest is 659,368, +4.8% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max7%
Gamma max crosses12
Delta neutral crosses26
Open interest percentile (1y)65th
Open interest change, 5 sessions+5.9%
Open interest change, 21 sessions+37.5%
History availableJun 18, 2025 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 8.43 vs 8.75 (-3.8%)
  2. closed above gamma max at 8.82 vs 7.68 (+13.0%)
  3. closed below gamma max at 8.98 vs 9.17 (-2.2%)
  4. closed above gamma max at 7.08 vs 6.75 (+4.7%)
  5. closed below gamma max at 6.44 vs 6.67 (-3.5%)
  6. closed above gamma max at 6.38 vs 6.04 (+5.3%)
  7. closed below gamma max at 6.00 vs 6.16 (-2.7%)
  8. closed above gamma max at 6.32 vs 6.16 (+2.5%)
  9. closed below gamma max at 6.08 vs 8.99 (-47.9%)
  10. closed above gamma max at 5.95 vs 5.86 (+1.6%)

In today's screens

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Neighbours by open interest

Questions people ask about SBET

Where is SBET's gamma max today?

As of Sep 11, 2026, the gamma max for SBET is 9.11, +2.6% from the 8.88 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 SBET above or below its delta neutral price?

SBET closed above delta neutral: 8.88 against a delta neutral price of 5.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SBET have?

659,368 contracts of open interest across 313 listed contracts on Sep 11, 2026, +4.8% 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.