SPYM gamma max, delta neutral & open interest levels
As of close · rank #1034 by open interest · snapshot page
SPYM closed 3.3% below its gamma max of 92.69. It is 2.4% above the delta neutral price of 87.58. Total open interest is 47,675, -4.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SPYM
Where is SPYM's gamma max today?
As of Sep 11, 2026, the gamma max for SPYM is 92.69, +3.3% from the 89.72 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 SPYM above or below its delta neutral price?
SPYM closed above delta neutral: 89.72 against a delta neutral price of 87.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SPYM have?
47,675 contracts of open interest across 339 listed contracts on Sep 11, 2026, -4.0% 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.