SPHR gamma max, delta neutral & open interest levels
As of close · rank #1377 by open interest · snapshot page
SPHR closed 1.5% above its gamma max of 141.32. It is 29.8% above the delta neutral price of 100.71. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 28,620, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPHR
Where is SPHR's gamma max today?
As of Sep 11, 2026, the gamma max for SPHR is 141.32, -1.5% from the 143.50 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 SPHR above or below its delta neutral price?
SPHR closed above delta neutral: 143.50 against a delta neutral price of 100.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPHR have?
28,620 contracts of open interest across 338 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.