SSL gamma max, delta neutral & open interest levels
As of close · rank #1804 by open interest · snapshot page
SSL closed 2.4% below its gamma max of 14.94. It is 38.4% above the delta neutral price of 8.99. Total open interest is 15,827, +2.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SSL
Where is SSL's gamma max today?
As of Sep 11, 2026, the gamma max for SSL is 14.94, +2.4% from the 14.59 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 SSL above or below its delta neutral price?
SSL closed above delta neutral: 14.59 against a delta neutral price of 8.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SSL have?
15,827 contracts of open interest across 28 listed contracts on Sep 11, 2026, +2.1% 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.