SU gamma max, delta neutral & open interest levels
As of close · rank #494 by open interest · 1,379 sessions of history since Dec 1, 2020
SU closed 6.7% below its gamma max of 73.45. It is 9.2% above the delta neutral price of 62.48. Total open interest is 160,687, +0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 81th |
| Open interest change, 5 sessions | -2.7% |
| Open interest change, 21 sessions | -0.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 64.65 vs 68.88 (-6.5%)
- closed above gamma max at 69.76 vs 69.23 (+0.8%)
- closed below gamma max at 53.69 vs 53.72 (-0.1%)
- closed above gamma max at 53.00 vs 52.44 (+1.1%)
- closed below gamma max at 52.03 vs 52.88 (-1.6%)
- closed above gamma max at 50.87 vs 50.23 (+1.3%)
- closed below gamma max at 48.97 vs 49.83 (-1.8%)
- closed above gamma max at 49.65 vs 49.43 (+0.4%)
- closed below gamma max at 46.63 vs 47.23 (-1.3%)
- closed above gamma max at 45.77 vs 45.43 (+0.7%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SU
Where is SU's gamma max today?
As of Sep 11, 2026, the gamma max for SU is 73.45, +6.7% from the 68.83 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 SU above or below its delta neutral price?
SU closed above delta neutral: 68.83 against a delta neutral price of 62.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SU have?
160,687 contracts of open interest across 265 listed contracts on Sep 11, 2026, +0.5% 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.