STEP gamma max, delta neutral & open interest levels
As of close · rank #1648 by open interest · snapshot page
STEP closed 19.3% below its gamma max of 58.36. It is 21.4% above the delta neutral price of 38.45. Total open interest is 19,592, 0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about STEP
Where is STEP's gamma max today?
As of Sep 11, 2026, the gamma max for STEP is 58.36, +19.3% from the 48.92 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 STEP above or below its delta neutral price?
STEP closed above delta neutral: 48.92 against a delta neutral price of 38.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STEP have?
19,592 contracts of open interest across 67 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.