SION gamma max, delta neutral & open interest levels
As of close · rank #1935 by open interest · snapshot page
SION closed 4.5% above its gamma max of 7.50. It is 47.0% below the delta neutral price of 11.54. Total open interest is 13,331, +8.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SION
Where is SION's gamma max today?
As of Sep 11, 2026, the gamma max for SION is 7.50, -4.5% from the 7.85 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 SION above or below its delta neutral price?
SION closed below delta neutral: 7.85 against a delta neutral price of 11.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SION have?
13,331 contracts of open interest across 71 listed contracts on Sep 11, 2026, +8.0% 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.