SGOL gamma max, delta neutral & open interest levels
As of close · rank #1585 by open interest · snapshot page
SGOL closed 16.7% below its gamma max of 48.29. It is 3.4% above the delta neutral price of 39.96. Total open interest is 21,172, +4.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SGOL
Where is SGOL's gamma max today?
As of Sep 11, 2026, the gamma max for SGOL is 48.29, +16.7% from the 41.39 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 SGOL above or below its delta neutral price?
SGOL closed above delta neutral: 41.39 against a delta neutral price of 39.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SGOL have?
21,172 contracts of open interest across 127 listed contracts on Sep 11, 2026, +4.6% 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.