SONY gamma max, delta neutral & open interest levels
As of close · rank #456 by open interest · 1,296 sessions of history since Apr 1, 2021
SONY closed 5.3% below its gamma max of 25.18. It is 13.9% above the delta neutral price of 20.57. Total open interest is 184,624, -0.5% 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 | 13 |
| Delta neutral crosses | 18 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +2.9% |
| Open interest change, 21 sessions | +33.4% |
| History available | Apr 1, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 23.70 vs 24.18 (-2.0%)
- closed above gamma max at 24.29 vs 24.10 (+0.8%)
- closed below gamma max at 23.82 vs 24.00 (-0.8%)
- closed above gamma max at 23.46 vs 23.18 (+1.2%)
- closed below gamma max at 22.63 vs 23.16 (-2.3%)
- closed above gamma max at 23.26 vs 23.23 (+0.1%)
- closed below gamma max at 22.77 vs 23.22 (-2.0%)
- closed above gamma max at 23.27 vs 22.99 (+1.2%)
- closed above delta neutral at 21.46 vs 21.34 (+0.6%)
- closed below delta neutral at 21.05 vs 21.07 (-0.1%)
In today's screens
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Neighbours by open interest
Questions people ask about SONY
Where is SONY's gamma max today?
As of Sep 11, 2026, the gamma max for SONY is 25.18, +5.3% from the 23.90 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 SONY above or below its delta neutral price?
SONY closed above delta neutral: 23.90 against a delta neutral price of 20.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SONY have?
184,624 contracts of open interest across 202 listed contracts on Sep 11, 2026, -0.5% 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.