SKE gamma max, delta neutral & open interest levels
As of close · rank #2095 by open interest · snapshot page
SKE closed 17.7% below its gamma max of 37.32. It is 11.3% above the delta neutral price of 28.13. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 10,781, +0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SKE
Where is SKE's gamma max today?
As of Sep 11, 2026, the gamma max for SKE is 37.32, +17.7% from the 31.72 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 SKE above or below its delta neutral price?
SKE closed above delta neutral: 31.72 against a delta neutral price of 28.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SKE have?
10,781 contracts of open interest across 105 listed contracts on Sep 11, 2026, +0.8% 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.