SNOW gamma max, delta neutral & open interest levels
As of close · rank #190 by open interest · 1,379 sessions of history since Dec 1, 2020
SNOW closed 8.1% below its gamma max of 355.62. It is 27.8% above the delta neutral price of 237.65. Total open interest is 578,462, -9.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 87th |
| Open interest change, 5 sessions | -12.7% |
| Open interest change, 21 sessions | +3.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 337.18 vs 350.05 (-3.8%)
- closed above gamma max at 356.47 vs 347.09 (+2.6%)
- closed below gamma max at 330.11 vs 339.00 (-2.7%)
- closed above gamma max at 328.92 vs 323.53 (+1.6%)
- closed below gamma max at 334.70 vs 337.30 (-0.8%)
- closed above gamma max at 330.49 vs 321.33 (+2.8%)
- closed below gamma max at 261.55 vs 274.98 (-5.1%)
- closed above gamma max at 238.80 vs 213.23 (+10.7%)
- closed above delta neutral at 153.72 vs 146.27 (+4.8%)
- closed below delta neutral at 146.40 vs 148.66 (-1.5%)
In today's screens
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Neighbours by open interest
Questions people ask about SNOW
Where is SNOW's gamma max today?
As of Sep 11, 2026, the gamma max for SNOW is 355.62, +8.1% from the 328.99 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 SNOW above or below its delta neutral price?
SNOW closed above delta neutral: 328.99 against a delta neutral price of 237.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNOW have?
578,462 contracts of open interest across 1,652 listed contracts on Sep 11, 2026, -9.5% 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.