Data through close

SDGR gamma max, delta neutral & open interest levels

As of close · rank #1582 by open interest · snapshot page

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Close
19.02
prev 18.80
Gamma max
20.19
+6.1% from close
Delta neutral
13.15
-30.8% from close
Gamma neutral
10.07
-47.1% from close
Open interest
21,236
-0.3% vs prev
Contracts listed
121
80 calls · 44 puts

SDGR closed 6.1% below its gamma max of 20.19. It is 30.8% above the delta neutral price of 13.15. Total open interest is 21,236, -0.3% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about SDGR

Where is SDGR's gamma max today?

As of Sep 11, 2026, the gamma max for SDGR is 20.19, +6.1% from the 19.02 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 SDGR above or below its delta neutral price?

SDGR closed above delta neutral: 19.02 against a delta neutral price of 13.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SDGR have?

21,236 contracts of open interest across 121 listed contracts on Sep 11, 2026, -0.3% 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.