STLD gamma max, delta neutral & open interest levels
As of close · rank #1385 by open interest · snapshot page
STLD closed 8.4% below its gamma max of 259.90. It is 9.5% above the delta neutral price of 216.94. Total open interest is 28,238, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about STLD
Where is STLD's gamma max today?
As of Sep 11, 2026, the gamma max for STLD is 259.90, +8.4% from the 239.79 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 STLD above or below its delta neutral price?
STLD closed above delta neutral: 239.79 against a delta neutral price of 216.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STLD have?
28,238 contracts of open interest across 586 listed contracts on Sep 11, 2026, +0.2% 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.