STM gamma max, delta neutral & open interest levels
As of close · rank #281 by open interest · 1,379 sessions of history since Dec 1, 2020
STM closed 3.5% below its gamma max of 53.30. It is 2.2% above the delta neutral price of 50.37. Total open interest is 366,897, -3.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 23% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | +1.8% |
| Open interest change, 21 sessions | -7.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 50.71 vs 50.33 (+0.7%)
- closed below delta neutral at 49.40 vs 50.43 (-2.1%)
- closed above delta neutral at 50.14 vs 49.91 (+0.5%)
- closed below delta neutral at 49.38 vs 50.09 (-1.4%)
- closed above delta neutral at 51.34 vs 50.11 (+2.4%)
- closed below delta neutral at 49.35 vs 49.59 (-0.5%)
- closed above delta neutral at 50.56 vs 49.57 (+2.0%)
- closed below delta neutral at 50.41 vs 50.65 (-0.5%)
- closed below gamma max at 56.10 vs 58.62 (-4.5%)
- closed above gamma max at 54.22 vs 52.23 (+3.7%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about STM
Where is STM's gamma max today?
As of Sep 11, 2026, the gamma max for STM is 53.30, +3.5% from the 51.51 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 STM above or below its delta neutral price?
STM closed above delta neutral: 51.51 against a delta neutral price of 50.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STM have?
366,897 contracts of open interest across 501 listed contracts on Sep 11, 2026, -3.4% 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.