SAN gamma max, delta neutral & open interest levels
As of close · rank #842 by open interest · snapshot page
SAN closed 0.6% below its gamma max of 15.05. It is 9.6% above the delta neutral price of 13.52. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 69,360, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SAN
Where is SAN's gamma max today?
As of Sep 11, 2026, the gamma max for SAN is 15.05, +0.6% from the 14.96 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 SAN above or below its delta neutral price?
SAN closed above delta neutral: 14.96 against a delta neutral price of 13.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SAN have?
69,360 contracts of open interest across 68 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.