SPCH gamma max, delta neutral & open interest levels
As of close · rank #806 by open interest · snapshot page
SPCH closed 10.5% below its gamma max of 11.32. It is 27.3% above the delta neutral price of 7.46. Total open interest is 74,196, -13.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPCH
Where is SPCH's gamma max today?
As of Sep 11, 2026, the gamma max for SPCH is 11.32, +10.5% from the 10.25 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 SPCH above or below its delta neutral price?
SPCH closed above delta neutral: 10.25 against a delta neutral price of 7.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPCH have?
74,196 contracts of open interest across 352 listed contracts on Sep 11, 2026, -13.7% 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.