SO gamma max, delta neutral & open interest levels
As of close · rank #617 by open interest · 1,379 sessions of history since Dec 1, 2020
SO closed 9.5% below its gamma max of 95.47. It is 1.9% below the delta neutral price of 88.84. Total open interest is 112,528, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 13 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | -0.5% |
| Open interest change, 21 sessions | -0.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 91.43 vs 91.91 (-0.5%)
- closed above delta neutral at 92.79 vs 92.56 (+0.2%)
- closed below delta neutral at 91.34 vs 91.96 (-0.7%)
- closed below gamma max at 96.01 vs 98.08 (-2.2%)
- closed above gamma max at 97.98 vs 97.90 (+0.1%)
- closed above delta neutral at 90.47 vs 90.27 (+0.2%)
- closed below delta neutral at 89.03 vs 90.13 (-1.2%)
- closed below gamma max at 98.27 vs 98.69 (-0.4%)
- closed above gamma max at 99.11 vs 98.68 (+0.4%)
- closed below gamma max at 96.79 vs 97.72 (-1.0%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SO
Where is SO's gamma max today?
As of Sep 11, 2026, the gamma max for SO is 95.47, +9.5% from the 87.17 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 SO above or below its delta neutral price?
SO closed below delta neutral: 87.17 against a delta neutral price of 88.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SO have?
112,528 contracts of open interest across 415 listed contracts on Sep 11, 2026, +0.1% 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.