SYF gamma max, delta neutral & open interest levels
As of close · rank #1012 by open interest · snapshot page
SYF closed 6.4% below its gamma max of 80.85. It is 4.1% above the delta neutral price of 72.86. Total open interest is 50,077, +3.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SYF
Where is SYF's gamma max today?
As of Sep 11, 2026, the gamma max for SYF is 80.85, +6.4% from the 75.99 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 SYF above or below its delta neutral price?
SYF closed above delta neutral: 75.99 against a delta neutral price of 72.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SYF have?
50,077 contracts of open interest across 286 listed contracts on Sep 11, 2026, +3.4% 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.