SPXL gamma max, delta neutral & open interest levels
As of close · rank #919 by open interest · snapshot page
SPXL closed 6.4% below its gamma max of 301.00. It is 34.0% above the delta neutral price of 186.78. Total open interest is 59,810, -1.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPXL
Where is SPXL's gamma max today?
As of Sep 11, 2026, the gamma max for SPXL is 301.00, +6.4% from the 282.93 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 SPXL above or below its delta neutral price?
SPXL closed above delta neutral: 282.93 against a delta neutral price of 186.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPXL have?
59,810 contracts of open interest across 1,038 listed contracts on Sep 11, 2026, -1.4% 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.