SN gamma max, delta neutral & open interest levels
As of close · rank #1485 by open interest · snapshot page
SN closed 35.6% below its gamma max of 218.05. It is 11.6% below the delta neutral price of 179.47. Total open interest is 24,353, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SN
Where is SN's gamma max today?
As of Sep 11, 2026, the gamma max for SN is 218.05, +35.6% from the 160.80 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 SN above or below its delta neutral price?
SN closed below delta neutral: 160.80 against a delta neutral price of 179.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SN have?
24,353 contracts of open interest across 299 listed contracts on Sep 11, 2026, +1.2% 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.