STRC gamma max, delta neutral & open interest levels
As of close · rank #1060 by open interest · snapshot page
STRC closed 1.4% below its gamma max of 100.00. It is 0.7% below the delta neutral price of 99.30. Total open interest is 45,791, -1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about STRC
Where is STRC's gamma max today?
As of Sep 11, 2026, the gamma max for STRC is 100.00, +1.4% from the 98.64 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 STRC above or below its delta neutral price?
STRC closed below delta neutral: 98.64 against a delta neutral price of 99.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STRC have?
45,791 contracts of open interest across 67 listed contracts on Sep 11, 2026, -1.2% 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.