SVM gamma max, delta neutral & open interest levels
As of close · rank #948 by open interest · snapshot page
SVM closed 12.2% below its gamma max of 13.36. It is 44.2% above the delta neutral price of 6.65. Total open interest is 56,618, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SVM
Where is SVM's gamma max today?
As of Sep 11, 2026, the gamma max for SVM is 13.36, +12.2% from the 11.91 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 SVM above or below its delta neutral price?
SVM closed above delta neutral: 11.91 against a delta neutral price of 6.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SVM have?
56,618 contracts of open interest across 73 listed contracts on Sep 11, 2026, -0.1% 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.