SNDQ gamma max, delta neutral & open interest levels
As of close · rank #1601 by open interest · snapshot page
SNDQ closed 10.7% below its gamma max of 14.58. It is 31.4% above the delta neutral price of 9.03. Total open interest is 20,801, +2.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SNDQ
Where is SNDQ's gamma max today?
As of Sep 11, 2026, the gamma max for SNDQ is 14.58, +10.7% from the 13.17 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 SNDQ above or below its delta neutral price?
SNDQ closed above delta neutral: 13.17 against a delta neutral price of 9.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNDQ have?
20,801 contracts of open interest across 243 listed contracts on Sep 11, 2026, +2.8% 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.