SPXS gamma max, delta neutral & open interest levels
As of close · rank #552 by open interest · 1,378 sessions of history since Dec 1, 2020
SPXS closed 4.2% above its gamma max of 23.99. It is 3.4% above the delta neutral price of 24.20. Total open interest is 138,059, -1.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 26% |
| Gamma max crosses | 45 |
| Delta neutral crosses | 26 |
| Open interest percentile (1y) | 75th |
| Open interest change, 5 sessions | -2.0% |
| Open interest change, 21 sessions | -6.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 24.44 vs 24.05 (+1.6%)
- closed above gamma max at 24.44 vs 24.03 (+1.7%)
- closed below delta neutral at 24.13 vs 24.34 (-0.9%)
- closed below gamma max at 24.89 vs 25.17 (-1.1%)
- closed above delta neutral at 24.72 vs 24.50 (+0.9%)
- closed above gamma max at 24.72 vs 24.59 (+0.5%)
- closed below gamma max at 24.76 vs 26.11 (-5.5%)
- closed below delta neutral at 25.04 vs 25.43 (-1.6%)
- closed above delta neutral at 24.57 vs 24.49 (+0.3%)
- closed above gamma max at 24.06 vs 24.01 (+0.2%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SPXS
Where is SPXS's gamma max today?
As of Sep 11, 2026, the gamma max for SPXS is 23.99, -4.2% from the 25.05 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 SPXS above or below its delta neutral price?
SPXS closed above delta neutral: 25.05 against a delta neutral price of 24.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPXS have?
138,059 contracts of open interest across 378 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.