SGI gamma max, delta neutral & open interest levels
As of close · rank #940 by open interest · snapshot page
SGI closed 8.7% below its gamma max of 72.59. It is 14.7% above the delta neutral price of 56.94. Total open interest is 57,319, +6.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SGI
Where is SGI's gamma max today?
As of Sep 11, 2026, the gamma max for SGI is 72.59, +8.7% from the 66.76 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 SGI above or below its delta neutral price?
SGI closed above delta neutral: 66.76 against a delta neutral price of 56.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SGI have?
57,319 contracts of open interest across 193 listed contracts on Sep 11, 2026, +6.4% 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.