SNDU gamma max, delta neutral & open interest levels
As of close · rank #1483 by open interest · snapshot page
SNDU closed 12.3% below its gamma max of 26.45. It is 18.3% above the delta neutral price of 19.25. Total open interest is 24,414, +2.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SNDU
Where is SNDU's gamma max today?
As of Sep 11, 2026, the gamma max for SNDU is 26.45, +12.3% from the 23.56 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 SNDU above or below its delta neutral price?
SNDU closed above delta neutral: 23.56 against a delta neutral price of 19.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNDU have?
24,414 contracts of open interest across 339 listed contracts on Sep 11, 2026, +2.1% 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.