SLV gamma max, delta neutral & open interest levels
As of close · rank #11 by open interest · 1,379 sessions of history since Dec 1, 2020
SLV closed 14.3% below its gamma max of 66.45. It is 6.6% above the delta neutral price of 54.31. Total open interest is 6,736,938, +0.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 36 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 27th |
| Open interest change, 5 sessions | +1.6% |
| Open interest change, 21 sessions | +2.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 53.84 vs 53.37 (+0.9%)
- closed below delta neutral at 52.36 vs 53.12 (-1.4%)
- closed above delta neutral at 53.50 vs 53.25 (+0.5%)
- closed below delta neutral at 52.06 vs 53.04 (-1.9%)
- closed above delta neutral at 53.92 vs 53.23 (+1.3%)
- closed below delta neutral at 59.51 vs 59.78 (-0.4%)
- closed above delta neutral at 60.82 vs 60.11 (+1.2%)
- closed below delta neutral at 59.01 vs 61.24 (-3.8%)
- closed above delta neutral at 61.58 vs 61.57 (+0.0%)
- closed below delta neutral at 61.57 vs 61.83 (-0.4%)
In today's screens
Neighbours by open interest
Questions people ask about SLV
Where is SLV's gamma max today?
As of Sep 11, 2026, the gamma max for SLV is 66.45, +14.3% from the 58.12 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 SLV above or below its delta neutral price?
SLV closed above delta neutral: 58.12 against a delta neutral price of 54.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SLV have?
6,736,938 contracts of open interest across 3,773 listed contracts on Sep 11, 2026, +0.4% 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.