SANA gamma max, delta neutral & open interest levels
As of close · rank #1192 by open interest · snapshot page
SANA closed 23.0% below its gamma max of 3.85. It is 63.2% above the delta neutral price of 1.15. Total open interest is 37,913, +2.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SANA
Where is SANA's gamma max today?
As of Sep 11, 2026, the gamma max for SANA is 3.85, +23.0% from the 3.13 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 SANA above or below its delta neutral price?
SANA closed above delta neutral: 3.13 against a delta neutral price of 1.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SANA have?
37,913 contracts of open interest across 37 listed contracts on Sep 11, 2026, +2.0% 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.