SM gamma max, delta neutral & open interest levels
As of close · rank #932 by open interest · snapshot page
SM closed 2.1% below its gamma max of 38.92. It is 22.5% above the delta neutral price of 29.54. Total open interest is 58,118, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SM
Where is SM's gamma max today?
As of Sep 11, 2026, the gamma max for SM is 38.92, +2.1% from the 38.10 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 SM above or below its delta neutral price?
SM closed above delta neutral: 38.10 against a delta neutral price of 29.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SM have?
58,118 contracts of open interest across 149 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.