SYY gamma max, delta neutral & open interest levels
As of close · rank #1079 by open interest · snapshot page
SYY closed 3.7% below its gamma max of 86.29. It is 6.1% above the delta neutral price of 78.13. Total open interest is 44,714, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SYY
Where is SYY's gamma max today?
As of Sep 11, 2026, the gamma max for SYY is 86.29, +3.7% from the 83.21 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 SYY above or below its delta neutral price?
SYY closed above delta neutral: 83.21 against a delta neutral price of 78.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SYY have?
44,714 contracts of open interest across 296 listed contracts on Sep 11, 2026, +0.6% 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.