STNE gamma max, delta neutral & open interest levels
As of close · rank #602 by open interest · 1,379 sessions of history since Dec 1, 2020
STNE closed 13.9% below its gamma max of 11.50. It is 1.1% above the delta neutral price of 9.99. Total open interest is 117,015, +1.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 17% |
| Gamma max crosses | 37 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 33th |
| Open interest change, 5 sessions | +2.1% |
| Open interest change, 21 sessions | +16.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 10.10 vs 9.99 (+1.1%)
- closed below delta neutral at 9.82 vs 9.91 (-0.9%)
- closed above delta neutral at 9.66 vs 9.48 (+1.9%)
- closed below delta neutral at 9.36 vs 9.86 (-5.3%)
- closed below gamma max at 9.36 vs 16.03 (-71.3%)
- closed above delta neutral at 9.47 vs 9.02 (+4.7%)
- closed above gamma max at 9.47 vs 0.47 (+95.0%)
- closed below delta neutral at 9.55 vs 9.90 (-3.7%)
- closed below gamma max at 9.55 vs 11.17 (-16.9%)
- closed above delta neutral at 10.23 vs 9.08 (+11.3%)
In today's screens
Neighbours by open interest
Questions people ask about STNE
Where is STNE's gamma max today?
As of Sep 11, 2026, the gamma max for STNE is 11.50, +13.9% from the 10.10 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 STNE above or below its delta neutral price?
STNE closed above delta neutral: 10.10 against a delta neutral price of 9.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STNE have?
117,015 contracts of open interest across 147 listed contracts on Sep 11, 2026, +1.5% 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.