SMMT gamma max, delta neutral & open interest levels
As of close · rank #483 by open interest · 1,379 sessions of history since Dec 1, 2020
SMMT closed 4.2% above its gamma max of 16.81. It is 37.0% above the delta neutral price of 11.05. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 167,553, -0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 25 |
| Delta neutral crosses | 19 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | +8.9% |
| Open interest change, 21 sessions | +31.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 17.55 vs 16.81 (+4.2%)
- closed below gamma max at 17.00 vs 17.27 (-1.6%)
- closed above gamma max at 14.60 vs 14.47 (+0.9%)
- closed below gamma max at 13.36 vs 15.82 (-18.4%)
- closed above gamma max at 12.73 vs 12.62 (+0.8%)
- closed below gamma max at 14.00 vs 14.83 (-5.9%)
- closed above gamma max at 15.10 vs 15.05 (+0.3%)
- closed below gamma max at 14.04 vs 15.79 (-12.5%)
- closed above gamma max at 14.19 vs 14.03 (+1.1%)
- closed below gamma max at 14.23 vs 14.38 (-1.1%)
In today's screens
Neighbours by open interest
Questions people ask about SMMT
Where is SMMT's gamma max today?
As of Sep 11, 2026, the gamma max for SMMT is 16.81, -4.2% from the 17.55 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 SMMT above or below its delta neutral price?
SMMT closed above delta neutral: 17.55 against a delta neutral price of 11.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SMMT have?
167,553 contracts of open interest across 314 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.