SPDN gamma max, delta neutral & open interest levels
As of close · rank #1926 by open interest · snapshot page
SPDN closed 102.1% below its gamma max of 17.34. It is 27.6% below the delta neutral price of 10.95. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 13,545, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPDN
Where is SPDN's gamma max today?
As of Sep 11, 2026, the gamma max for SPDN is 17.34, +102.1% from the 8.58 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 SPDN above or below its delta neutral price?
SPDN closed below delta neutral: 8.58 against a delta neutral price of 10.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPDN have?
13,545 contracts of open interest across 27 listed contracts on Sep 11, 2026, -0.3% 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.