SLGN gamma max, delta neutral & open interest levels
As of close · rank #1396 by open interest · snapshot page
SLGN closed 3.7% below its gamma max of 40.04. It is 0.4% below the delta neutral price of 38.80. Total open interest is 27,692, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SLGN
Where is SLGN's gamma max today?
As of Sep 11, 2026, the gamma max for SLGN is 40.04, +3.7% from the 38.63 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 SLGN above or below its delta neutral price?
SLGN closed below delta neutral: 38.63 against a delta neutral price of 38.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SLGN have?
27,692 contracts of open interest across 25 listed contracts on Sep 11, 2026, +0.0% 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.