SES gamma max, delta neutral & open interest levels
As of close · rank #1065 by open interest · snapshot page
SES closed 5.7% above its gamma max of 0.50. It is 88.1% above the delta neutral price of 0.06. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 45,410, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SES
Where is SES's gamma max today?
As of Sep 11, 2026, the gamma max for SES is 0.50, -5.7% from the 0.53 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 SES above or below its delta neutral price?
SES closed above delta neutral: 0.53 against a delta neutral price of 0.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SES have?
45,410 contracts of open interest across 109 listed contracts on Sep 11, 2026, +0.4% 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.