SVIX gamma max, delta neutral & open interest levels
As of close · rank #649 by open interest · 1,005 sessions of history since Apr 18, 2022
SVIX closed 2.0% below its gamma max of 28.69. It is 18.9% above the delta neutral price of 22.81. Total open interest is 103,734, -2.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 29% |
| Gamma max crosses | 57 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | -2.0% |
| Open interest change, 21 sessions | +18.9% |
| History available | Apr 18, 2022 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 28.24 vs 28.28 (-0.1%)
- closed above gamma max at 26.99 vs 26.02 (+3.6%)
- closed below gamma max at 26.70 vs 26.92 (-0.8%)
- closed above gamma max at 26.15 vs 26.00 (+0.6%)
- closed below gamma max at 26.29 vs 26.45 (-0.6%)
- closed above gamma max at 26.37 vs 25.74 (+2.4%)
- closed below gamma max at 25.25 vs 25.98 (-2.9%)
- closed above gamma max at 25.38 vs 25.09 (+1.1%)
- closed below gamma max at 23.05 vs 24.94 (-8.2%)
- closed above gamma max at 25.09 vs 24.94 (+0.6%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SVIX
Where is SVIX's gamma max today?
As of Sep 11, 2026, the gamma max for SVIX is 28.69, +2.0% from the 28.13 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 SVIX above or below its delta neutral price?
SVIX closed above delta neutral: 28.13 against a delta neutral price of 22.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SVIX have?
103,734 contracts of open interest across 601 listed contracts on Sep 11, 2026, -2.2% 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.