Data through close

SWBI gamma max, delta neutral & open interest levels

As of close · rank #1449 by open interest · snapshot page

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Close
13.15
prev 13.29
Gamma max
14.75
+12.2% from close
Delta neutral
10.37
-21.1% from close
Gamma neutral
6.59
-49.9% from close
Open interest
25,459
+0.1% vs prev
Contracts listed
121
75 calls · 57 puts

SWBI closed 12.2% below its gamma max of 14.75. It is 21.1% above the delta neutral price of 10.37. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 25,459, +0.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about SWBI

Where is SWBI's gamma max today?

As of Sep 11, 2026, the gamma max for SWBI is 14.75, +12.2% from the 13.15 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 SWBI above or below its delta neutral price?

SWBI closed above delta neutral: 13.15 against a delta neutral price of 10.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SWBI have?

25,459 contracts of open interest across 121 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.