SEZL gamma max, delta neutral & open interest levels
As of close · rank #1258 by open interest · snapshot page
SEZL closed 10.1% below its gamma max of 130.90. It is 14.3% above the delta neutral price of 101.92. Total open interest is 34,111, -0.5% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SEZL
Where is SEZL's gamma max today?
As of Sep 11, 2026, the gamma max for SEZL is 130.90, +10.1% from the 118.87 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 SEZL above or below its delta neutral price?
SEZL closed above delta neutral: 118.87 against a delta neutral price of 101.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SEZL have?
34,111 contracts of open interest across 640 listed contracts on Sep 11, 2026, -0.5% 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.