SPYI gamma max, delta neutral & open interest levels
As of close · rank #1621 by open interest · snapshot page
SPYI closed 0.7% below its gamma max of 54.02. It is 0.8% below the delta neutral price of 54.04. Total open interest is 20,060, +4.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPYI
Where is SPYI's gamma max today?
As of Sep 11, 2026, the gamma max for SPYI is 54.02, +0.7% from the 53.63 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 SPYI above or below its delta neutral price?
SPYI closed below delta neutral: 53.63 against a delta neutral price of 54.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPYI have?
20,060 contracts of open interest across 104 listed contracts on Sep 11, 2026, +4.7% 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.