Data through close

SNBRQ gamma max, delta neutral & open interest levels

As of close · rank #1208 by open interest · snapshot page

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Close
0.02
Gamma max
0.50
+3005.6% from close
Delta neutral
0.01
-18.9% from close
Gamma neutral
0.02
0.0% from close
Open interest
37,042
Contracts listed
37
37 calls · 19 puts

SNBRQ closed 3005.6% below its gamma max of 0.50. It is 18.9% above the delta neutral price of 0.01. What gamma max means · What delta neutral means

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Questions people ask about SNBRQ

Where is SNBRQ's gamma max today?

As of Sep 11, 2026, the gamma max for SNBRQ is 0.50, +3005.6% from the 0.02 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 SNBRQ above or below its delta neutral price?

SNBRQ closed above delta neutral: 0.02 against a delta neutral price of 0.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SNBRQ have?

37,042 contracts of open interest across 37 listed contracts on Sep 11, 2026. 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.