SSPC gamma max, delta neutral & open interest levels
As of close · rank #1504 by open interest · snapshot page
SSPC closed 13.2% below its gamma max of 10.21. It is 2.0% above the delta neutral price of 8.84. Total open interest is 23,510, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SSPC
Where is SSPC's gamma max today?
As of Sep 11, 2026, the gamma max for SSPC is 10.21, +13.2% from the 9.02 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 SSPC above or below its delta neutral price?
SSPC closed above delta neutral: 9.02 against a delta neutral price of 8.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SSPC have?
23,510 contracts of open interest across 202 listed contracts on Sep 11, 2026, +0.6% 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.