SPG gamma max, delta neutral & open interest levels
As of close · rank #1043 by open interest · snapshot page
SPG closed 15.5% below its gamma max of 236.60. It is 2.0% below the delta neutral price of 208.90. Total open interest is 47,222, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPG
Where is SPG's gamma max today?
As of Sep 11, 2026, the gamma max for SPG is 236.60, +15.5% from the 204.83 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 SPG above or below its delta neutral price?
SPG closed below delta neutral: 204.83 against a delta neutral price of 208.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPG have?
47,222 contracts of open interest across 348 listed contracts on Sep 11, 2026, -0.2% 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.