SE gamma max, delta neutral & open interest levels
As of close · rank #360 by open interest · 1,379 sessions of history since Dec 1, 2020
SE closed 20.5% below its gamma max of 128.01. It is 4.3% above the delta neutral price of 101.66. Total open interest is 245,941, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 7 |
| Delta neutral crosses | 24 |
| Open interest percentile (1y) | 69th |
| Open interest change, 5 sessions | -0.3% |
| Open interest change, 21 sessions | -10.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 128.11 vs 129.83 (-1.3%)
- closed above gamma max at 131.51 vs 124.38 (+5.4%)
- closed below gamma max at 110.66 vs 112.86 (-2.0%)
- closed above gamma max at 109.11 vs 107.66 (+1.3%)
- closed below gamma max at 104.45 vs 105.42 (-0.9%)
- closed above gamma max at 102.36 vs 100.08 (+2.2%)
- closed above delta neutral at 86.66 vs 85.11 (+1.8%)
- closed below delta neutral at 84.49 vs 86.68 (-2.6%)
- closed above delta neutral at 88.96 vs 86.81 (+2.4%)
- closed below delta neutral at 87.28 vs 87.49 (-0.2%)
In today's screens
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Neighbours by open interest
Questions people ask about SE
Where is SE's gamma max today?
As of Sep 11, 2026, the gamma max for SE is 128.01, +20.5% from the 106.24 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 SE above or below its delta neutral price?
SE closed above delta neutral: 106.24 against a delta neutral price of 101.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SE have?
245,941 contracts of open interest across 885 listed contracts on Sep 11, 2026, -2.5% 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.