SEDG gamma max, delta neutral & open interest levels
As of close · rank #334 by open interest · 1,379 sessions of history since Dec 1, 2020
SEDG closed 21.6% below its gamma max of 42.16. It is 8.7% above the delta neutral price of 31.67. Total open interest is 276,701, -4.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 82th |
| Open interest change, 5 sessions | -2.3% |
| Open interest change, 21 sessions | +27.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 33.08 vs 30.32 (+8.3%)
- closed below delta neutral at 29.88 vs 30.05 (-0.6%)
- closed above delta neutral at 30.83 vs 30.03 (+2.6%)
- closed below delta neutral at 33.90 vs 38.29 (-12.9%)
- closed below gamma max at 63.06 vs 63.40 (-0.5%)
- closed above gamma max at 63.00 vs 61.16 (+2.9%)
- closed below gamma max at 54.53 vs 56.82 (-4.2%)
- closed above gamma max at 61.76 vs 50.30 (+18.6%)
- closed below gamma max at 46.73 vs 50.38 (-7.8%)
- closed above gamma max at 51.69 vs 45.06 (+12.8%)
In today's screens
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Neighbours by open interest
Questions people ask about SEDG
Where is SEDG's gamma max today?
As of Sep 11, 2026, the gamma max for SEDG is 42.16, +21.6% from the 34.68 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 SEDG above or below its delta neutral price?
SEDG closed above delta neutral: 34.68 against a delta neutral price of 31.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SEDG have?
276,701 contracts of open interest across 650 listed contracts on Sep 11, 2026, -4.5% 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.