SCHD gamma max, delta neutral & open interest levels
As of close · rank #481 by open interest · 1,379 sessions of history since Dec 1, 2020
SCHD closed 3.2% below its gamma max of 35.21. It is 0.6% above the delta neutral price of 33.93. Total open interest is 170,769, -0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 13% |
| Gamma max crosses | 44 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 90th |
| Open interest change, 5 sessions | +9.3% |
| Open interest change, 21 sessions | +5.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 34.80 vs 35.42 (-1.8%)
- closed above gamma max at 35.08 vs 35.08 (+0.0%)
- closed below gamma max at 35.01 vs 35.07 (-0.2%)
- closed above gamma max at 34.81 vs 34.75 (+0.2%)
- closed below gamma max at 35.05 vs 35.06 (-0.0%)
- closed above gamma max at 35.21 vs 35.07 (+0.4%)
- closed below gamma max at 34.83 vs 34.87 (-0.1%)
- closed above gamma max at 34.29 vs 34.05 (+0.7%)
- closed below gamma max at 34.52 vs 34.71 (-0.6%)
- closed above gamma max at 34.43 vs 34.06 (+1.1%)
In today's screens
Neighbours by open interest
Questions people ask about SCHD
Where is SCHD's gamma max today?
As of Sep 11, 2026, the gamma max for SCHD is 35.21, +3.2% from the 34.12 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 SCHD above or below its delta neutral price?
SCHD closed above delta neutral: 34.12 against a delta neutral price of 33.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SCHD have?
170,769 contracts of open interest across 253 listed contracts on Sep 11, 2026, -0.2% 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.