SJM gamma max, delta neutral & open interest levels
As of close · rank #1367 by open interest · snapshot page
SJM closed 4.1% below its gamma max of 126.12. It is 1.4% below the delta neutral price of 122.84. Total open interest is 28,960, -1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SJM
Where is SJM's gamma max today?
As of Sep 11, 2026, the gamma max for SJM is 126.12, +4.1% from the 121.14 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 SJM above or below its delta neutral price?
SJM closed below delta neutral: 121.14 against a delta neutral price of 122.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SJM have?
28,960 contracts of open interest across 156 listed contracts on Sep 11, 2026, -1.0% 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.