SIDU gamma max, delta neutral & open interest levels
As of close · rank #748 by open interest · snapshot page
SIDU closed 60.8% below its gamma max of 3.22. It is 7.6% below the delta neutral price of 2.15. Total open interest is 83,510, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SIDU
Where is SIDU's gamma max today?
As of Sep 11, 2026, the gamma max for SIDU is 3.22, +60.8% from the 2.00 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 SIDU above or below its delta neutral price?
SIDU closed below delta neutral: 2.00 against a delta neutral price of 2.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SIDU have?
83,510 contracts of open interest across 101 listed contracts on Sep 11, 2026, +0.7% 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.