SAP gamma max, delta neutral & open interest levels
As of close · rank #691 by open interest · snapshot page
SAP closed 11.1% below its gamma max of 229.25. It is 4.9% above the delta neutral price of 196.30. Total open interest is 95,313, -2.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SAP
Where is SAP's gamma max today?
As of Sep 11, 2026, the gamma max for SAP is 229.25, +11.1% from the 206.36 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 SAP above or below its delta neutral price?
SAP closed above delta neutral: 206.36 against a delta neutral price of 196.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SAP have?
95,313 contracts of open interest across 660 listed contracts on Sep 11, 2026, -2.9% 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.