SCHG gamma max, delta neutral & open interest levels
As of close · rank #2111 by open interest · snapshot page
SCHG closed 2.4% below its gamma max of 35.99. It is 5.6% above the delta neutral price of 33.19. Total open interest is 10,599, +4.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SCHG
Where is SCHG's gamma max today?
As of Sep 11, 2026, the gamma max for SCHG is 35.99, +2.4% from the 35.16 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 SCHG above or below its delta neutral price?
SCHG closed above delta neutral: 35.16 against a delta neutral price of 33.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SCHG have?
10,599 contracts of open interest across 100 listed contracts on Sep 11, 2026, +4.9% 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.