SILJ gamma max, delta neutral & open interest levels
As of close · rank #207 by open interest · 1,379 sessions of history since Dec 1, 2020
SILJ closed 5.8% below its gamma max of 32.26. It is 27.7% above the delta neutral price of 22.04. Total open interest is 535,282, -7.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 27% |
| Gamma max crosses | 27 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 30th |
| Open interest change, 5 sessions | -6.6% |
| Open interest change, 21 sessions | -28.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 30.88 vs 34.00 (-10.1%)
- closed above gamma max at 31.04 vs 29.78 (+4.1%)
- closed below gamma max at 30.81 vs 31.10 (-0.9%)
- closed above gamma max at 29.72 vs 29.08 (+2.2%)
- closed below gamma max at 36.51 vs 41.02 (-12.3%)
- closed above gamma max at 36.07 vs 27.79 (+23.0%)
- closed below gamma max at 39.46 vs 41.34 (-4.8%)
- closed above gamma max at 37.98 vs 37.68 (+0.8%)
- closed below gamma max at 36.75 vs 38.23 (-4.0%)
- closed above gamma max at 36.14 vs 33.22 (+8.1%)
In today's screens
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Neighbours by open interest
Questions people ask about SILJ
Where is SILJ's gamma max today?
As of Sep 11, 2026, the gamma max for SILJ is 32.26, +5.8% from the 30.49 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 SILJ above or below its delta neutral price?
SILJ closed above delta neutral: 30.49 against a delta neutral price of 22.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SILJ have?
535,282 contracts of open interest across 524 listed contracts on Sep 11, 2026, -7.7% 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.