SSO gamma max, delta neutral & open interest levels
As of close · rank #1473 by open interest · snapshot page
SSO closed 4.2% below its gamma max of 72.54. It is 26.0% above the delta neutral price of 51.50. Total open interest is 24,724, -2.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SSO
Where is SSO's gamma max today?
As of Sep 11, 2026, the gamma max for SSO is 72.54, +4.2% from the 69.62 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 SSO above or below its delta neutral price?
SSO closed above delta neutral: 69.62 against a delta neutral price of 51.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SSO have?
24,724 contracts of open interest across 464 listed contracts on Sep 11, 2026, -2.6% 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.