Data through close

SLAB gamma max, delta neutral & open interest levels

As of close · rank #1506 by open interest · snapshot page

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Close
220.33
prev 219.15
Gamma max
221.35
+0.5% from close
Delta neutral
212.61
-3.5% from close
Gamma neutral
204.53
-7.2% from close
Open interest
23,320
+0.1% vs prev
Contracts listed
174
94 calls · 116 puts

SLAB closed 0.5% below its gamma max of 221.35. It is 3.5% above the delta neutral price of 212.61. Total open interest is 23,320, +0.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about SLAB

Where is SLAB's gamma max today?

As of Sep 11, 2026, the gamma max for SLAB is 221.35, +0.5% from the 220.33 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 SLAB above or below its delta neutral price?

SLAB closed above delta neutral: 220.33 against a delta neutral price of 212.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SLAB have?

23,320 contracts of open interest across 174 listed contracts on Sep 11, 2026, +0.1% 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.