SMR gamma max, delta neutral & open interest levels
As of close · rank #224 by open interest · 1,018 sessions of history since May 3, 2022
SMR closed 23.9% below its gamma max of 10.67. It is 2.3% below the delta neutral price of 8.81. Total open interest is 490,000, -11.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 35 |
| Open interest percentile (1y) | 16th |
| Open interest change, 5 sessions | -5.2% |
| Open interest change, 21 sessions | -9.2% |
| History available | May 3, 2022 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 8.61 vs 8.81 (-2.3%)
- closed below gamma max at 10.81 vs 11.42 (-5.6%)
- closed above gamma max at 11.18 vs 11.12 (+0.5%)
- closed above delta neutral at 9.30 vs 8.59 (+7.6%)
- closed below delta neutral at 8.63 vs 8.77 (-1.7%)
- closed above delta neutral at 8.60 vs 8.25 (+4.1%)
- closed below delta neutral at 7.59 vs 8.00 (-5.4%)
- closed above delta neutral at 8.54 vs 8.26 (+3.3%)
- closed below delta neutral at 8.09 vs 8.15 (-0.7%)
- closed above delta neutral at 8.71 vs 8.29 (+4.9%)
In today's screens
Neighbours by open interest
Questions people ask about SMR
Where is SMR's gamma max today?
As of Sep 11, 2026, the gamma max for SMR is 10.67, +23.9% from the 8.61 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 SMR above or below its delta neutral price?
SMR closed below delta neutral: 8.61 against a delta neutral price of 8.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SMR have?
490,000 contracts of open interest across 446 listed contracts on Sep 11, 2026, -11.7% 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.