Data through close

SGOV gamma max, delta neutral & open interest levels

As of close · rank #1909 by open interest · snapshot page

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Close
100.52
prev 100.50
Gamma max
101.03
+0.5% from close
Delta neutral
101.59
+1.1% from close
Gamma neutral
100.52
0.0% from close
Open interest
13,847
+1.0% vs prev
Contracts listed
136
148 calls · 95 puts

SGOV closed 0.5% below its gamma max of 101.03. It is 1.1% below the delta neutral price of 101.59. Total open interest is 13,847, +1.0% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about SGOV

Where is SGOV's gamma max today?

As of Sep 11, 2026, the gamma max for SGOV is 101.03, +0.5% from the 100.52 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 SGOV above or below its delta neutral price?

SGOV closed below delta neutral: 100.52 against a delta neutral price of 101.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SGOV have?

13,847 contracts of open interest across 136 listed contracts on Sep 11, 2026, +1.0% 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.