SCCO gamma max, delta neutral & open interest levels
As of close · rank #1104 by open interest · snapshot page
SCCO closed 19.1% below its gamma max of 230.46. It is 4.1% above the delta neutral price of 185.52. Total open interest is 42,947, -10.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SCCO
Where is SCCO's gamma max today?
As of Sep 11, 2026, the gamma max for SCCO is 230.46, +19.1% from the 193.49 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 SCCO above or below its delta neutral price?
SCCO closed above delta neutral: 193.49 against a delta neutral price of 185.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SCCO have?
42,947 contracts of open interest across 569 listed contracts on Sep 11, 2026, -10.0% 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.