SQM gamma max, delta neutral & open interest levels
As of close · rank #1735 by open interest · snapshot page
SQM closed 19.7% below its gamma max of 83.62. It is 2.1% below the delta neutral price of 71.34. Total open interest is 17,316, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SQM
Where is SQM's gamma max today?
As of Sep 11, 2026, the gamma max for SQM is 83.62, +19.7% from the 69.88 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 SQM above or below its delta neutral price?
SQM closed below delta neutral: 69.88 against a delta neutral price of 71.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SQM have?
17,316 contracts of open interest across 204 listed contracts on Sep 11, 2026, +0.1% 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.