SANM gamma max, delta neutral & open interest levels
As of close · rank #1947 by open interest · snapshot page
SANM closed 6.8% below its gamma max of 230.79. It is 13.3% above the delta neutral price of 187.22. Total open interest is 13,223, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SANM
Where is SANM's gamma max today?
As of Sep 11, 2026, the gamma max for SANM is 230.79, +6.8% from the 216.00 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 SANM above or below its delta neutral price?
SANM closed above delta neutral: 216.00 against a delta neutral price of 187.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SANM have?
13,223 contracts of open interest across 311 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.