SPESG gamma max, delta neutral & open interest levels
As of close · rank #1622 by open interest · snapshot page
SPESG closed 30.6% above its gamma max of 470.00. It is 450.0% below the delta neutral price of 3,723.56. Total open interest is 20,057, +2.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPESG
Where is SPESG's gamma max today?
As of Sep 11, 2026, the gamma max for SPESG is 470.00, -30.6% from the 677.01 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 SPESG above or below its delta neutral price?
SPESG closed below delta neutral: 677.01 against a delta neutral price of 3,723.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPESG have?
20,057 contracts of open interest across 47 listed contracts on Sep 11, 2026, +2.0% 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.