SNDL gamma max, delta neutral & open interest levels
As of close · rank #540 by open interest · 1,378 sessions of history since Dec 1, 2020
SNDL closed 11.9% below its gamma max of 1.50. It is 8.9% below the delta neutral price of 1.46. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 141,651, +0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 36% |
| Gamma max crosses | 63 |
| Delta neutral crosses | 41 |
| Open interest percentile (1y) | 71th |
| Open interest change, 5 sessions | +7.9% |
| Open interest change, 21 sessions | +9.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 1.34 vs 1.46 (-8.9%)
- closed below gamma max at 1.34 vs 1.50 (-11.9%)
- closed above gamma max at 1.34 vs 0.50 (+62.7%)
- closed above delta neutral at 1.40 vs 1.35 (+3.4%)
- closed below gamma max at 1.44 vs 1.50 (-4.2%)
- closed above gamma max at 1.41 vs 0.36 (+74.1%)
- closed below gamma max at 1.42 vs 1.51 (-6.2%)
- closed above gamma max at 1.36 vs 0.48 (+64.7%)
- closed below gamma max at 1.37 vs 1.43 (-4.7%)
- closed below delta neutral at 1.36 vs 1.46 (-7.7%)
In today's screens
Neighbours by open interest
Questions people ask about SNDL
Where is SNDL's gamma max today?
As of Sep 11, 2026, the gamma max for SNDL is 1.50, +11.9% from the 1.34 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 SNDL above or below its delta neutral price?
SNDL closed below delta neutral: 1.34 against a delta neutral price of 1.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNDL have?
141,651 contracts of open interest across 64 listed contracts on Sep 11, 2026, +0.2% 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.