SECZ gamma max, delta neutral & open interest levels
As of close · rank #1551 by open interest · snapshot page
SECZ closed 10.4% above its gamma max of 7.41. It is 58.3% above the delta neutral price of 3.45. Total open interest is 21,924, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SECZ
Where is SECZ's gamma max today?
As of Sep 11, 2026, the gamma max for SECZ is 7.41, -10.4% from the 8.27 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 SECZ above or below its delta neutral price?
SECZ closed above delta neutral: 8.27 against a delta neutral price of 3.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SECZ have?
21,924 contracts of open interest across 56 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.