STEX gamma max, delta neutral & open interest levels
As of close · rank #1792 by open interest · snapshot page
STEX closed 39.6% above its gamma max of 0.40. It is 66.2% above the delta neutral price of 0.22. Total open interest is 16,062, +2.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about STEX
Where is STEX's gamma max today?
As of Sep 11, 2026, the gamma max for STEX is 0.40, -39.6% from the 0.66 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 STEX above or below its delta neutral price?
STEX closed above delta neutral: 0.66 against a delta neutral price of 0.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STEX have?
16,062 contracts of open interest across 44 listed contracts on Sep 11, 2026, +2.0% 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.