SNDK gamma max, delta neutral & open interest levels
As of close · rank #118 by open interest · 385 sessions of history since Mar 4, 2025
SNDK closed 22.6% below its gamma max of 2,003.25. It is 20.4% above the delta neutral price of 1,299.83. Total open interest is 906,849, -7.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 21 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 91th |
| Open interest change, 5 sessions | -6.8% |
| Open interest change, 21 sessions | -4.9% |
| History available | Mar 4, 2025 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 1,279.96 vs 1,115.15 (+12.9%)
- closed below delta neutral at 1,096.10 vs 1,163.45 (-6.1%)
- closed below gamma max at 1,255.86 vs 1,299.33 (-3.5%)
- closed above gamma max at 1,187.00 vs 1,165.77 (+1.8%)
- closed below gamma max at 695.13 vs 765.53 (-10.1%)
- closed above gamma max at 665.24 vs 648.61 (+2.5%)
- closed below gamma max at 353.87 vs 384.19 (-8.6%)
- closed above gamma max at 349.63 vs 310.67 (+11.1%)
- closed below gamma max at 271.58 vs 293.89 (-8.2%)
- closed above gamma max at 239.48 vs 210.49 (+12.1%)
In today's screens
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Neighbours by open interest
Questions people ask about SNDK
Where is SNDK's gamma max today?
As of Sep 11, 2026, the gamma max for SNDK is 2,003.25, +22.6% from the 1,633.35 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 SNDK above or below its delta neutral price?
SNDK closed above delta neutral: 1,633.35 against a delta neutral price of 1,299.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNDK have?
906,849 contracts of open interest across 9,058 listed contracts on Sep 11, 2026, -7.6% 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.