Data through close

SMTC gamma max, delta neutral & open interest levels

As of close · rank #586 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
167.24
prev 159.13
Gamma max
153.94
-8.0% from close
Delta neutral
112.32
-32.8% from close
Gamma neutral
114.49
-31.5% from close
Open interest
123,503
+1.8% vs prev
Contracts listed
612
341 calls · 300 puts

SMTC closed 8.0% above its gamma max of 153.94. It is 32.8% above the delta neutral price of 112.32. Total open interest is 123,503, +1.8% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max20%
Gamma max crosses29
Delta neutral crosses6
Open interest percentile (1y)100th
Open interest change, 5 sessions+5.2%
Open interest change, 21 sessions+19.9%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above gamma max at 147.88 vs 144.36 (+2.4%)
  2. closed below gamma max at 131.17 vs 141.81 (-8.1%)
  3. closed above gamma max at 140.80 vs 137.14 (+2.6%)
  4. closed below gamma max at 135.23 vs 140.10 (-3.6%)
  5. closed above gamma max at 140.35 vs 138.64 (+1.2%)
  6. closed below gamma max at 131.27 vs 137.82 (-5.0%)
  7. closed above gamma max at 134.78 vs 133.00 (+1.3%)
  8. closed below gamma max at 121.25 vs 129.68 (-7.0%)
  9. closed above gamma max at 129.16 vs 128.69 (+0.4%)
  10. closed below gamma max at 125.92 vs 132.40 (-5.1%)

In today's screens

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Neighbours by open interest

Questions people ask about SMTC

Where is SMTC's gamma max today?

As of Sep 11, 2026, the gamma max for SMTC is 153.94, -8.0% from the 167.24 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 SMTC above or below its delta neutral price?

SMTC closed above delta neutral: 167.24 against a delta neutral price of 112.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SMTC have?

123,503 contracts of open interest across 612 listed contracts on Sep 11, 2026, +1.8% 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.