STWD gamma max, delta neutral & open interest levels
As of close · rank #613 by open interest · 1,379 sessions of history since Dec 1, 2020
STWD closed 15.8% below its gamma max of 18.09. It is 11.4% below the delta neutral price of 17.41. Total open interest is 112,926, +3.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 3 |
| Open interest percentile (1y) | 60th |
| Open interest change, 5 sessions | +3.6% |
| Open interest change, 21 sessions | -0.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 17.75 vs 17.89 (-0.8%)
- closed above delta neutral at 18.14 vs 18.11 (+0.2%)
- closed below gamma max at 18.15 vs 19.14 (-5.4%)
- closed above gamma max at 18.02 vs 18.00 (+0.1%)
- closed below delta neutral at 19.91 vs 19.93 (-0.1%)
- closed below gamma max at 20.89 vs 20.97 (-0.4%)
- closed above gamma max at 20.97 vs 20.93 (+0.2%)
- closed below gamma max at 20.07 vs 20.95 (-4.4%)
- closed above gamma max at 20.40 vs 20.26 (+0.7%)
- closed below gamma max at 20.41 vs 20.43 (-0.1%)
In today's screens
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Neighbours by open interest
Questions people ask about STWD
Where is STWD's gamma max today?
As of Sep 11, 2026, the gamma max for STWD is 18.09, +15.8% from the 15.62 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 STWD above or below its delta neutral price?
STWD closed below delta neutral: 15.62 against a delta neutral price of 17.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STWD have?
112,926 contracts of open interest across 101 listed contracts on Sep 11, 2026, +3.2% 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.