Data through close

ST gamma max, delta neutral & open interest levels

As of close · rank #1914 by open interest · snapshot page

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Close
43.64
prev 42.19
Gamma max
49.69
+13.9% from close
Delta neutral
37.37
-14.4% from close
Gamma neutral
30.40
-30.3% from close
Open interest
13,726
+0.0% vs prev
Contracts listed
121
80 calls · 60 puts

ST closed 13.9% below its gamma max of 49.69. It is 14.4% above the delta neutral price of 37.37. Total open interest is 13,726, +0.0% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about ST

Where is ST's gamma max today?

As of Sep 11, 2026, the gamma max for ST is 49.69, +13.9% from the 43.64 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 ST above or below its delta neutral price?

ST closed above delta neutral: 43.64 against a delta neutral price of 37.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ST have?

13,726 contracts of open interest across 121 listed contracts on Sep 11, 2026, +0.0% 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.