SQQQ gamma max, delta neutral & open interest levels
As of close · rank #255 by open interest · 1,378 sessions of history since Dec 1, 2020
SQQQ closed 2.6% below its gamma max of 39.87. It is 3.5% above the delta neutral price of 37.52. Total open interest is 422,965, -15.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 42 |
| Delta neutral crosses | 32 |
| Open interest percentile (1y) | 72th |
| Open interest change, 5 sessions | -16.1% |
| Open interest change, 21 sessions | +14.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 39.46 vs 41.16 (-4.3%)
- closed above gamma max at 40.19 vs 39.85 (+0.8%)
- closed below gamma max at 39.02 vs 39.53 (-1.3%)
- closed above gamma max at 39.37 vs 39.00 (+0.9%)
- closed below gamma max at 38.53 vs 38.63 (-0.3%)
- closed above gamma max at 38.28 vs 38.11 (+0.4%)
- closed above delta neutral at 36.24 vs 35.25 (+2.7%)
- closed below delta neutral at 36.04 vs 36.05 (-0.0%)
- closed above delta neutral at 38.29 vs 37.73 (+1.5%)
- closed below delta neutral at 37.26 vs 38.46 (-3.2%)
In today's screens
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Neighbours by open interest
Questions people ask about SQQQ
Where is SQQQ's gamma max today?
As of Sep 11, 2026, the gamma max for SQQQ is 39.87, +2.6% from the 38.87 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 SQQQ above or below its delta neutral price?
SQQQ closed above delta neutral: 38.87 against a delta neutral price of 37.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SQQQ have?
422,965 contracts of open interest across 842 listed contracts on Sep 11, 2026, -15.5% 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.