Data through close

SYK gamma max, delta neutral & open interest levels

As of close · rank #1145 by open interest · snapshot page

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Close
275.56
prev 270.01
Gamma max
340.94
+23.7% from close
Delta neutral
299.84
+8.8% from close
Gamma neutral
279.76
+1.5% from close
Open interest
40,653
+0.2% vs prev
Contracts listed
393
229 calls · 172 puts

SYK closed 23.7% below its gamma max of 340.94. It is 8.8% below the delta neutral price of 299.84. Total open interest is 40,653, +0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about SYK

Where is SYK's gamma max today?

As of Sep 11, 2026, the gamma max for SYK is 340.94, +23.7% from the 275.56 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 SYK above or below its delta neutral price?

SYK closed below delta neutral: 275.56 against a delta neutral price of 299.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SYK have?

40,653 contracts of open interest across 393 listed contracts on Sep 11, 2026, +0.2% 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.