STT gamma max, delta neutral & open interest levels
As of close · rank #1180 by open interest · snapshot page
STT closed 9.0% below its gamma max of 210.71. It is 4.3% above the delta neutral price of 185.13. Total open interest is 38,486, +3.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about STT
Where is STT's gamma max today?
As of Sep 11, 2026, the gamma max for STT is 210.71, +9.0% from the 193.40 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 STT above or below its delta neutral price?
STT closed above delta neutral: 193.40 against a delta neutral price of 185.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STT have?
38,486 contracts of open interest across 375 listed contracts on Sep 11, 2026, +3.9% 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.