SIG gamma max, delta neutral & open interest levels
As of close · rank #1987 by open interest · snapshot page
SIG closed 14.6% below its gamma max of 114.87. It is 5.1% above the delta neutral price of 95.11. Total open interest is 12,503, -28.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SIG
Where is SIG's gamma max today?
As of Sep 11, 2026, the gamma max for SIG is 114.87, +14.6% from the 100.26 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 SIG above or below its delta neutral price?
SIG closed above delta neutral: 100.26 against a delta neutral price of 95.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SIG have?
12,503 contracts of open interest across 317 listed contracts on Sep 11, 2026, -28.6% 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.