SLAB gamma max, delta neutral & open interest levels
As of close · rank #1506 by open interest · snapshot page
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.