SIRI gamma max, delta neutral & open interest levels
As of close · rank #280 by open interest · 1,379 sessions of history since Dec 1, 2020
SIRI closed 4.6% below its gamma max of 30.50. It is 13.4% above the delta neutral price of 25.26. Total open interest is 368,779, -1.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | +1.0% |
| Open interest change, 21 sessions | -2.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 28.99 vs 32.24 (-11.2%)
- closed above gamma max at 29.70 vs 29.53 (+0.6%)
- closed below gamma max at 30.97 vs 31.17 (-0.6%)
- closed above gamma max at 31.22 vs 31.00 (+0.7%)
- closed below gamma max at 30.42 vs 30.43 (-0.0%)
- closed above gamma max at 30.69 vs 30.57 (+0.4%)
- closed below gamma max at 30.26 vs 30.64 (-1.3%)
- closed above gamma max at 30.74 vs 30.68 (+0.2%)
- closed below gamma max at 30.51 vs 30.62 (-0.4%)
- closed above gamma max at 29.24 vs 29.00 (+0.8%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SIRI
Where is SIRI's gamma max today?
As of Sep 11, 2026, the gamma max for SIRI is 30.50, +4.6% from the 29.15 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 SIRI above or below its delta neutral price?
SIRI closed above delta neutral: 29.15 against a delta neutral price of 25.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SIRI have?
368,779 contracts of open interest across 363 listed contracts on Sep 11, 2026, -1.2% 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.