SLG gamma max, delta neutral & open interest levels
As of close · rank #1002 by open interest · snapshot page
SLG closed 0.6% above its gamma max of 52.75. It is 1.0% below the delta neutral price of 53.60. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 51,275, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SLG
Where is SLG's gamma max today?
As of Sep 11, 2026, the gamma max for SLG is 52.75, -0.6% from the 53.08 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 SLG above or below its delta neutral price?
SLG closed below delta neutral: 53.08 against a delta neutral price of 53.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SLG have?
51,275 contracts of open interest across 231 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.