SNAP gamma max, delta neutral & open interest levels
As of close · rank #77 by open interest · 1,379 sessions of history since Dec 1, 2020
SNAP closed 8.3% below its gamma max of 6.15. It is 15.4% above the delta neutral price of 4.80. Total open interest is 1,384,261, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 12th |
| Open interest change, 5 sessions | -1.9% |
| Open interest change, 21 sessions | -0.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 6.00 vs 6.07 (-1.1%)
- closed above gamma max at 5.60 vs 5.52 (+1.4%)
- closed above delta neutral at 4.60 vs 4.15 (+9.7%)
- closed below delta neutral at 4.01 vs 4.30 (-7.1%)
- closed above delta neutral at 4.49 vs 4.49 (+0.0%)
- closed below delta neutral at 4.51 vs 4.53 (-0.3%)
- closed above delta neutral at 4.48 vs 4.47 (+0.2%)
- closed below delta neutral at 4.91 vs 4.96 (-1.0%)
- closed above delta neutral at 5.07 vs 5.03 (+0.8%)
- closed below delta neutral at 4.93 vs 4.96 (-0.7%)
In today's screens
Neighbours by open interest
Questions people ask about SNAP
Where is SNAP's gamma max today?
As of Sep 11, 2026, the gamma max for SNAP is 6.15, +8.3% from the 5.68 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 SNAP above or below its delta neutral price?
SNAP closed above delta neutral: 5.68 against a delta neutral price of 4.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNAP have?
1,384,261 contracts of open interest across 215 listed contracts on Sep 11, 2026, -2.5% 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.