SLI gamma max, delta neutral & open interest levels
As of close · rank #1571 by open interest · snapshot page
SLI closed 66.1% below its gamma max of 3.70. It is 4.7% below the delta neutral price of 2.33. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 21,465, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SLI
Where is SLI's gamma max today?
As of Sep 11, 2026, the gamma max for SLI is 3.70, +66.1% from the 2.23 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 SLI above or below its delta neutral price?
SLI closed below delta neutral: 2.23 against a delta neutral price of 2.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SLI have?
21,465 contracts of open interest across 48 listed contracts on Sep 11, 2026, -0.3% 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.