Data through close

SOYB gamma max, delta neutral & open interest levels

As of close · rank #2076 by open interest · snapshot page

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Close
27.50
prev 28.14
Gamma max
27.37
-0.5% from close
Delta neutral
25.44
-7.5% from close
Gamma neutral
27.50
0.0% from close
Open interest
11,064
+3.0% vs prev
Contracts listed
80
56 calls · 29 puts

SOYB closed 0.5% above its gamma max of 27.37. It is 7.5% above the delta neutral price of 25.44. Total open interest is 11,064, +3.0% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about SOYB

Where is SOYB's gamma max today?

As of Sep 11, 2026, the gamma max for SOYB is 27.37, -0.5% from the 27.50 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 SOYB above or below its delta neutral price?

SOYB closed above delta neutral: 27.50 against a delta neutral price of 25.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SOYB have?

11,064 contracts of open interest across 80 listed contracts on Sep 11, 2026, +3.0% 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.