SPIR gamma max, delta neutral & open interest levels
As of close · rank #1588 by open interest · snapshot page
SPIR closed 41.1% below its gamma max of 16.11. It is 6.7% below the delta neutral price of 12.19. Total open interest is 21,137, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPIR
Where is SPIR's gamma max today?
As of Sep 11, 2026, the gamma max for SPIR is 16.11, +41.1% from the 11.42 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 SPIR above or below its delta neutral price?
SPIR closed below delta neutral: 11.42 against a delta neutral price of 12.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPIR have?
21,137 contracts of open interest across 195 listed contracts on Sep 11, 2026, +0.9% 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.