SNDX gamma max, delta neutral & open interest levels
As of close · rank #1768 by open interest · snapshot page
SNDX closed 28.2% below its gamma max of 23.31. It is 7.8% above the delta neutral price of 16.77. Total open interest is 16,489, +8.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SNDX
Where is SNDX's gamma max today?
As of Sep 11, 2026, the gamma max for SNDX is 23.31, +28.2% from the 18.18 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 SNDX above or below its delta neutral price?
SNDX closed above delta neutral: 18.18 against a delta neutral price of 16.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNDX have?
16,489 contracts of open interest across 157 listed contracts on Sep 11, 2026, +8.9% 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.