STLA gamma max, delta neutral & open interest levels
As of close · rank #267 by open interest · 1,346 sessions of history since Jan 19, 2021
STLA closed 20.3% below its gamma max of 6.49. It is 2.3% above the delta neutral price of 5.28. Total open interest is 389,834, -1.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 29 |
| Open interest percentile (1y) | 71th |
| Open interest change, 5 sessions | -1.3% |
| Open interest change, 21 sessions | +5.7% |
| History available | Jan 19, 2021 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 5.05 vs 4.95 (+2.0%)
- closed below delta neutral at 5.36 vs 5.38 (-0.5%)
- closed above delta neutral at 5.37 vs 5.26 (+2.1%)
- closed below delta neutral at 5.35 vs 5.47 (-2.2%)
- closed above delta neutral at 6.49 vs 6.29 (+3.1%)
- closed below delta neutral at 6.64 vs 6.74 (-1.5%)
- closed above delta neutral at 6.87 vs 6.52 (+5.2%)
- closed below delta neutral at 7.11 vs 7.37 (-3.5%)
- closed above delta neutral at 7.39 vs 7.33 (+0.8%)
- closed below delta neutral at 7.36 vs 7.42 (-0.9%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about STLA
Where is STLA's gamma max today?
As of Sep 11, 2026, the gamma max for STLA is 6.49, +20.3% from the 5.40 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 STLA above or below its delta neutral price?
STLA closed above delta neutral: 5.40 against a delta neutral price of 5.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STLA have?
389,834 contracts of open interest across 223 listed contracts on Sep 11, 2026, -1.0% 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.