SCHW gamma max, delta neutral & open interest levels
As of close · rank #227 by open interest · 1,379 sessions of history since Dec 1, 2020
SCHW closed 6.4% below its gamma max of 114.10. It is 6.2% above the delta neutral price of 100.58. Total open interest is 482,485, -2.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 87th |
| Open interest change, 5 sessions | +0.6% |
| Open interest change, 21 sessions | +5.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 112.27 vs 114.59 (-2.1%)
- closed above gamma max at 113.65 vs 112.60 (+0.9%)
- closed below gamma max at 110.58 vs 111.27 (-0.6%)
- closed above gamma max at 109.34 vs 108.90 (+0.4%)
- closed below gamma max at 107.66 vs 107.80 (-0.1%)
- closed above gamma max at 108.02 vs 107.91 (+0.1%)
- closed below gamma max at 101.93 vs 102.70 (-0.8%)
- closed above gamma max at 100.62 vs 99.92 (+0.7%)
- closed above delta neutral at 91.10 vs 89.60 (+1.7%)
- closed below delta neutral at 90.11 vs 90.57 (-0.5%)
In today's screens
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Neighbours by open interest
Questions people ask about SCHW
Where is SCHW's gamma max today?
As of Sep 11, 2026, the gamma max for SCHW is 114.10, +6.4% from the 107.25 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 SCHW above or below its delta neutral price?
SCHW closed above delta neutral: 107.25 against a delta neutral price of 100.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SCHW have?
482,485 contracts of open interest across 659 listed contracts on Sep 11, 2026, -2.1% 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.