SRAD gamma max, delta neutral & open interest levels
As of close · rank #541 by open interest · 1,175 sessions of history since Sep 23, 2021
SRAD closed 17.2% below its gamma max of 15.13. It is 15.6% above the delta neutral price of 10.90. Total open interest is 141,520, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 83th |
| Open interest change, 5 sessions | +2.1% |
| Open interest change, 21 sessions | -9.7% |
| History available | Sep 23, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 15.02 vs 16.49 (-9.8%)
- closed above gamma max at 15.97 vs 15.13 (+5.2%)
- closed below gamma max at 16.01 vs 16.78 (-4.8%)
- closed above gamma max at 16.42 vs 15.77 (+4.0%)
- closed below gamma max at 12.49 vs 15.42 (-23.5%)
- closed above gamma max at 12.70 vs 12.52 (+1.4%)
- closed below gamma max at 12.45 vs 12.50 (-0.4%)
- closed above gamma max at 12.66 vs 12.50 (+1.3%)
- closed below gamma max at 17.42 vs 19.74 (-13.3%)
- closed above gamma max at 18.02 vs 17.50 (+2.9%)
In today's screens
Neighbours by open interest
Questions people ask about SRAD
Where is SRAD's gamma max today?
As of Sep 11, 2026, the gamma max for SRAD is 15.13, +17.2% from the 12.91 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 SRAD above or below its delta neutral price?
SRAD closed above delta neutral: 12.91 against a delta neutral price of 10.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SRAD have?
141,520 contracts of open interest across 143 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.