SAIL gamma max, delta neutral & open interest levels
As of close · rank #1415 by open interest · snapshot page
SAIL closed 16.0% below its gamma max of 19.99. It is 4.4% above the delta neutral price of 16.48. Total open interest is 27,059, +2.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SAIL
Where is SAIL's gamma max today?
As of Sep 11, 2026, the gamma max for SAIL is 19.99, +16.0% from the 17.24 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 SAIL above or below its delta neutral price?
SAIL closed above delta neutral: 17.24 against a delta neutral price of 16.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SAIL have?
27,059 contracts of open interest across 71 listed contracts on Sep 11, 2026, +2.3% 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.