STZ gamma max, delta neutral & open interest levels
As of close · rank #695 by open interest · snapshot page
STZ closed 16.6% below its gamma max of 142.73. It is 10.0% below the delta neutral price of 134.63. Total open interest is 94,410, -4.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about STZ
Where is STZ's gamma max today?
As of Sep 11, 2026, the gamma max for STZ is 142.73, +16.6% from the 122.45 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 STZ above or below its delta neutral price?
STZ closed below delta neutral: 122.45 against a delta neutral price of 134.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STZ have?
94,410 contracts of open interest across 661 listed contracts on Sep 11, 2026, -4.4% 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.