SEI gamma max, delta neutral & open interest levels
As of close · rank #791 by open interest · snapshot page
SEI closed 5.9% below its gamma max of 71.42. It is 26.7% above the delta neutral price of 49.45. Total open interest is 76,286, +6.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SEI
Where is SEI's gamma max today?
As of Sep 11, 2026, the gamma max for SEI is 71.42, +5.9% from the 67.42 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 SEI above or below its delta neutral price?
SEI closed above delta neutral: 67.42 against a delta neutral price of 49.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SEI have?
76,286 contracts of open interest across 304 listed contracts on Sep 11, 2026, +6.0% 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.