SPXU gamma max, delta neutral & open interest levels
As of close · rank #1182 by open interest · snapshot page
SPXU closed 1.1% below its gamma max of 35.47. It is 5.0% above the delta neutral price of 33.34. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 38,432, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPXU
Where is SPXU's gamma max today?
As of Sep 11, 2026, the gamma max for SPXU is 35.47, +1.1% from the 35.10 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 SPXU above or below its delta neutral price?
SPXU closed above delta neutral: 35.10 against a delta neutral price of 33.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPXU have?
38,432 contracts of open interest across 329 listed contracts on Sep 11, 2026, +0.7% 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.