SFM gamma max, delta neutral & open interest levels
As of close · rank #850 by open interest · snapshot page
SFM closed 26.6% below its gamma max of 92.12. It is 0.7% below the delta neutral price of 73.25. Total open interest is 68,591, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SFM
Where is SFM's gamma max today?
As of Sep 11, 2026, the gamma max for SFM is 92.12, +26.6% from the 72.76 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 SFM above or below its delta neutral price?
SFM closed below delta neutral: 72.76 against a delta neutral price of 73.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SFM have?
68,591 contracts of open interest across 235 listed contracts on Sep 11, 2026, +0.7% 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.