SND gamma max, delta neutral & open interest levels
As of close · rank #1789 by open interest · snapshot page
Total open interest is 16,092, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SND
Where is SND's gamma max today?
No gamma max could be computed for SND on Sep 11, 2026. 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 SND above or below its delta neutral price?
No delta neutral price was available for SND on Sep 11, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SND have?
16,092 contracts of open interest across 18 listed contracts on Sep 11, 2026, +0.3% 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.