SIMO gamma max, delta neutral & open interest levels
As of close · rank #1152 by open interest · snapshot page
SIMO closed 13.6% above its gamma max of 245.70. It is 23.5% above the delta neutral price of 217.59. Total open interest is 40,170, +1.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SIMO
Where is SIMO's gamma max today?
As of Sep 11, 2026, the gamma max for SIMO is 245.70, -13.6% from the 284.48 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 SIMO above or below its delta neutral price?
SIMO closed above delta neutral: 284.48 against a delta neutral price of 217.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SIMO have?
40,170 contracts of open interest across 329 listed contracts on Sep 11, 2026, +1.1% 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.