SITM gamma max, delta neutral & open interest levels
As of close · rank #2107 by open interest · snapshot page
SITM closed 18.5% below its gamma max of 753.13. It is 5.4% above the delta neutral price of 601.12. Total open interest is 10,646, +2.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SITM
Where is SITM's gamma max today?
As of Sep 11, 2026, the gamma max for SITM is 753.13, +18.5% from the 635.66 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 SITM above or below its delta neutral price?
SITM closed above delta neutral: 635.66 against a delta neutral price of 601.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SITM have?
10,646 contracts of open interest across 589 listed contracts on Sep 11, 2026, +2.7% 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.