SLN gamma max, delta neutral & open interest levels
As of close · rank #1077 by open interest · snapshot page
SLN closed 23.7% below its gamma max of 16.11. It is 9.2% above the delta neutral price of 11.83. Total open interest is 44,821, -0.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SLN
Where is SLN's gamma max today?
As of Sep 11, 2026, the gamma max for SLN is 16.11, +23.7% from the 13.02 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 SLN above or below its delta neutral price?
SLN closed above delta neutral: 13.02 against a delta neutral price of 11.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SLN have?
44,821 contracts of open interest across 49 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.