SLB gamma max, delta neutral & open interest levels
As of close · rank #164 by open interest · 1,379 sessions of history since Dec 1, 2020
SLB closed 5.7% below its gamma max of 59.23. It is 12.0% above the delta neutral price of 49.31. Total open interest is 661,933, +0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 2th |
| Open interest change, 5 sessions | -0.6% |
| Open interest change, 21 sessions | -12.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 57.15 vs 58.34 (-2.1%)
- closed above gamma max at 60.10 vs 58.81 (+2.2%)
- closed below gamma max at 53.87 vs 57.41 (-6.6%)
- closed above gamma max at 53.21 vs 53.16 (+0.1%)
- closed below gamma max at 56.92 vs 57.69 (-1.3%)
- closed above gamma max at 56.88 vs 56.69 (+0.3%)
- closed below gamma max at 55.23 vs 56.26 (-1.9%)
- closed above gamma max at 56.14 vs 55.65 (+0.9%)
- closed below gamma max at 51.53 vs 52.37 (-1.6%)
- closed above gamma max at 53.50 vs 51.79 (+3.2%)
In today's screens
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Neighbours by open interest
Questions people ask about SLB
Where is SLB's gamma max today?
As of Sep 11, 2026, the gamma max for SLB is 59.23, +5.7% from the 56.06 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 SLB above or below its delta neutral price?
SLB closed above delta neutral: 56.06 against a delta neutral price of 49.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SLB have?
661,933 contracts of open interest across 498 listed contracts on Sep 11, 2026, +0.2% 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.