SBSW gamma max, delta neutral & open interest levels
As of close · rank #359 by open interest · 1,379 sessions of history since Dec 1, 2020
SBSW closed 1.5% below its gamma max of 12.73. It is 24.7% above the delta neutral price of 9.45. Total open interest is 246,748, +0.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 42% |
| Gamma max crosses | 33 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 43th |
| Open interest change, 5 sessions | +3.9% |
| Open interest change, 21 sessions | +17.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 12.57 vs 12.73 (-1.3%)
- closed above gamma max at 13.12 vs 12.45 (+5.1%)
- closed below gamma max at 12.90 vs 13.05 (-1.1%)
- closed above gamma max at 12.56 vs 12.38 (+1.4%)
- closed below gamma max at 11.84 vs 12.33 (-4.2%)
- closed above gamma max at 10.56 vs 10.00 (+5.3%)
- closed below gamma max at 10.97 vs 11.13 (-1.5%)
- closed above gamma max at 10.64 vs 10.39 (+2.4%)
- closed below gamma max at 9.74 vs 12.71 (-30.5%)
- closed above gamma max at 9.07 vs 7.58 (+16.5%)
In today's screens
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Neighbours by open interest
Questions people ask about SBSW
Where is SBSW's gamma max today?
As of Sep 11, 2026, the gamma max for SBSW is 12.73, +1.5% from the 12.54 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 SBSW above or below its delta neutral price?
SBSW closed above delta neutral: 12.54 against a delta neutral price of 9.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SBSW have?
246,748 contracts of open interest across 186 listed contracts on Sep 11, 2026, +0.6% 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.