Data through close

SGMT gamma max, delta neutral & open interest levels

As of close · rank #1715 by open interest · snapshot page

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Close
10.88
prev 11.06
Gamma max
12.34
+13.4% from close
Delta neutral
7.37
-32.2% from close
Gamma neutral
10.88
0.0% from close
Open interest
17,660
+2.4% vs prev
Contracts listed
56
37 calls · 21 puts

SGMT closed 13.4% below its gamma max of 12.34. It is 32.2% above the delta neutral price of 7.37. Total open interest is 17,660, +2.4% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about SGMT

Where is SGMT's gamma max today?

As of Sep 11, 2026, the gamma max for SGMT is 12.34, +13.4% from the 10.88 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 SGMT above or below its delta neutral price?

SGMT closed above delta neutral: 10.88 against a delta neutral price of 7.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SGMT have?

17,660 contracts of open interest across 56 listed contracts on Sep 11, 2026, +2.4% 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.