SCO gamma max, delta neutral & open interest levels
As of close · rank #860 by open interest · snapshot page
SCO closed 30.6% below its gamma max of 26.92. It is 0.6% below the delta neutral price of 20.73. Total open interest is 67,641, -2.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SCO
Where is SCO's gamma max today?
As of Sep 11, 2026, the gamma max for SCO is 26.92, +30.6% from the 20.61 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 SCO above or below its delta neutral price?
SCO closed below delta neutral: 20.61 against a delta neutral price of 20.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SCO have?
67,641 contracts of open interest across 413 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.