SIL gamma max, delta neutral & open interest levels
As of close · rank #562 by open interest · 1,379 sessions of history since Dec 1, 2020
SIL closed 11.3% below its gamma max of 107.25. It is 18.5% above the delta neutral price of 78.49. Total open interest is 132,521, +1.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 28% |
| Gamma max crosses | 31 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 50th |
| Open interest change, 5 sessions | +4.9% |
| Open interest change, 21 sessions | +17.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 100.63 vs 104.04 (-3.4%)
- closed above gamma max at 102.80 vs 102.49 (+0.3%)
- closed below gamma max at 91.31 vs 91.88 (-0.6%)
- closed above gamma max at 90.80 vs 87.97 (+3.1%)
- closed below gamma max at 90.28 vs 90.80 (-0.6%)
- closed above gamma max at 88.50 vs 87.85 (+0.7%)
- closed above delta neutral at 71.74 vs 66.07 (+7.9%)
- closed below delta neutral at 71.91 vs 72.17 (-0.4%)
- closed below gamma max at 101.23 vs 106.04 (-4.8%)
- closed above gamma max at 107.75 vs 91.71 (+14.9%)
In today's screens
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Neighbours by open interest
Questions people ask about SIL
Where is SIL's gamma max today?
As of Sep 11, 2026, the gamma max for SIL is 107.25, +11.3% from the 96.36 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 SIL above or below its delta neutral price?
SIL closed above delta neutral: 96.36 against a delta neutral price of 78.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SIL have?
132,521 contracts of open interest across 629 listed contracts on Sep 11, 2026, +1.7% 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.