SCI gamma max, delta neutral & open interest levels
As of close · rank #1942 by open interest · snapshot page
SCI closed 4.2% below its gamma max of 85.70. It is 5.6% above the delta neutral price of 77.64. Total open interest is 13,268, +5.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SCI
Where is SCI's gamma max today?
As of Sep 11, 2026, the gamma max for SCI is 85.70, +4.2% from the 82.21 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 SCI above or below its delta neutral price?
SCI closed above delta neutral: 82.21 against a delta neutral price of 77.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SCI have?
13,268 contracts of open interest across 112 listed contracts on Sep 11, 2026, +5.2% 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.