SRE gamma max, delta neutral & open interest levels
As of close · rank #1492 by open interest · snapshot page
SRE closed 9.4% below its gamma max of 91.15. It is 2.8% below the delta neutral price of 85.65. Total open interest is 24,042, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SRE
Where is SRE's gamma max today?
As of Sep 11, 2026, the gamma max for SRE is 91.15, +9.4% from the 83.34 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 SRE above or below its delta neutral price?
SRE closed below delta neutral: 83.34 against a delta neutral price of 85.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SRE have?
24,042 contracts of open interest across 104 listed contracts on Sep 11, 2026, +0.3% 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.