SPGI gamma max, delta neutral & open interest levels
As of close · rank #1566 by open interest · snapshot page
SPGI closed 10.5% below its gamma max of 453.80. It is 2.7% below the delta neutral price of 421.82. Total open interest is 21,616, -2.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPGI
Where is SPGI's gamma max today?
As of Sep 11, 2026, the gamma max for SPGI is 453.80, +10.5% from the 410.71 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 SPGI above or below its delta neutral price?
SPGI closed below delta neutral: 410.71 against a delta neutral price of 421.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPGI have?
21,616 contracts of open interest across 689 listed contracts on Sep 11, 2026, -2.5% 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.