SNPS gamma max, delta neutral & open interest levels
As of close · rank #686 by open interest · snapshot page
SNPS closed 20.4% below its gamma max of 478.27. It is 4.3% below the delta neutral price of 414.35. Total open interest is 96,489, -3.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SNPS
Where is SNPS's gamma max today?
As of Sep 11, 2026, the gamma max for SNPS is 478.27, +20.4% from the 397.38 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 SNPS above or below its delta neutral price?
SNPS closed below delta neutral: 397.38 against a delta neutral price of 414.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNPS have?
96,489 contracts of open interest across 1,063 listed contracts on Sep 11, 2026, -3.9% 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.