SSRM gamma max, delta neutral & open interest levels
As of close · rank #959 by open interest · snapshot page
SSRM closed 5.4% below its gamma max of 38.20. It is 30.6% above the delta neutral price of 25.14. Total open interest is 55,891, +3.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SSRM
Where is SSRM's gamma max today?
As of Sep 11, 2026, the gamma max for SSRM is 38.20, +5.4% from the 36.24 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 SSRM above or below its delta neutral price?
SSRM closed above delta neutral: 36.24 against a delta neutral price of 25.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SSRM have?
55,891 contracts of open interest across 288 listed contracts on Sep 11, 2026, +3.3% 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.