SGML gamma max, delta neutral & open interest levels
As of close · rank #950 by open interest · snapshot page
SGML closed 29.7% below its gamma max of 12.32. It is 0.6% above the delta neutral price of 9.44. Total open interest is 56,567, +5.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SGML
Where is SGML's gamma max today?
As of Sep 11, 2026, the gamma max for SGML is 12.32, +29.7% from the 9.50 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 SGML above or below its delta neutral price?
SGML closed above delta neutral: 9.50 against a delta neutral price of 9.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SGML have?
56,567 contracts of open interest across 180 listed contracts on Sep 11, 2026, +5.0% 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.