SDOW gamma max, delta neutral & open interest levels
As of close · rank #1432 by open interest · snapshot page
SDOW closed 0.4% below its gamma max of 24.04. It is 1.0% above the delta neutral price of 23.68. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 26,236, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SDOW
Where is SDOW's gamma max today?
As of Sep 11, 2026, the gamma max for SDOW is 24.04, +0.4% from the 23.93 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 SDOW above or below its delta neutral price?
SDOW closed above delta neutral: 23.93 against a delta neutral price of 23.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SDOW have?
26,236 contracts of open interest across 230 listed contracts on Sep 11, 2026, +0.5% 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.