SKM gamma max, delta neutral & open interest levels
As of close · rank #545 by open interest · 1,378 sessions of history since Dec 1, 2020
SKM closed 10.1% below its gamma max of 41.68. It is 14.5% above the delta neutral price of 32.37. Total open interest is 140,725, +0.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 23% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 1 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +10.1% |
| Open interest change, 21 sessions | +7.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 38.41 vs 39.64 (-3.2%)
- closed above gamma max at 39.96 vs 39.91 (+0.1%)
- closed below gamma max at 41.01 vs 43.05 (-5.0%)
- closed above gamma max at 44.43 vs 40.61 (+8.6%)
- closed below gamma max at 36.48 vs 37.60 (-3.1%)
- closed above gamma max at 34.40 vs 34.11 (+0.8%)
- closed below gamma max at 33.43 vs 34.51 (-3.2%)
- closed below delta neutral at 19.78 vs 19.87 (-0.4%)
- closed below gamma max at 19.78 vs 20.00 (-1.1%)
- closed above gamma max at 22.52 vs 22.51 (+0.1%)
In today's screens
Neighbours by open interest
Questions people ask about SKM
Where is SKM's gamma max today?
As of Sep 11, 2026, the gamma max for SKM is 41.68, +10.1% from the 37.87 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 SKM above or below its delta neutral price?
SKM closed above delta neutral: 37.87 against a delta neutral price of 32.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SKM have?
140,725 contracts of open interest across 101 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.