SLDP gamma max, delta neutral & open interest levels
As of close · rank #1227 by open interest · snapshot page
SLDP closed 1.3% above its gamma max of 2.50. It is 55.8% above the delta neutral price of 1.12. Total open interest is 36,210, +0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SLDP
Where is SLDP's gamma max today?
As of Sep 11, 2026, the gamma max for SLDP is 2.50, -1.3% from the 2.53 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 SLDP above or below its delta neutral price?
SLDP closed above delta neutral: 2.53 against a delta neutral price of 1.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SLDP have?
36,210 contracts of open interest across 103 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.