SPXW gamma max, delta neutral & open interest levels
As of close · rank #19 by open interest · 1,376 sessions of history since Dec 1, 2020
SPXW closed 3.2% below its gamma max of 7,902.33. It is 0.3% above the delta neutral price of 7,630.86. Total open interest is 4,942,534, -7.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 36 |
| Open interest percentile (1y) | 69th |
| Open interest change, 5 sessions | -6.0% |
| Open interest change, 21 sessions | -6.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 7,656.98 vs 7,630.86 (+0.3%)
- closed below delta neutral at 7,641.64 vs 7,651.64 (-0.1%)
- closed above delta neutral at 7,668.09 vs 7,638.58 (+0.4%)
- closed below delta neutral at 7,626.19 vs 7,627.08 (-0.0%)
- closed above delta neutral at 7,440.36 vs 7,431.09 (+0.1%)
- closed below delta neutral at 7,392.48 vs 7,448.85 (-0.8%)
- closed above delta neutral at 7,509.80 vs 7,478.16 (+0.4%)
- closed below delta neutral at 7,455.11 vs 7,473.42 (-0.2%)
- closed above delta neutral at 7,435.53 vs 7,400.97 (+0.5%)
- closed below delta neutral at 7,375.38 vs 7,431.13 (-0.8%)
In today's screens
Neighbours by open interest
Questions people ask about SPXW
Where is SPXW's gamma max today?
As of Sep 11, 2026, the gamma max for SPXW is 7,902.33, +3.2% from the 7,656.98 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 SPXW above or below its delta neutral price?
SPXW closed above delta neutral: 7,656.98 against a delta neutral price of 7,630.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPXW have?
4,942,534 contracts of open interest across 12,796 listed contracts on Sep 11, 2026, -7.9% 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.