STRL gamma max, delta neutral & open interest levels
As of close · rank #1826 by open interest · snapshot page
STRL closed 23.0% below its gamma max of 628.82. It is 2.8% above the delta neutral price of 496.75. Total open interest is 15,510, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about STRL
Where is STRL's gamma max today?
As of Sep 11, 2026, the gamma max for STRL is 628.82, +23.0% from the 511.04 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 STRL above or below its delta neutral price?
STRL closed above delta neutral: 511.04 against a delta neutral price of 496.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STRL have?
15,510 contracts of open interest across 588 listed contracts on Sep 11, 2026, +0.3% 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.