SNXX gamma max, delta neutral & open interest levels
As of close · rank #330 by open interest · 155 sessions of history since Jan 30, 2026
SNXX closed 19.4% below its gamma max of 18.19. It is 42.1% above the delta neutral price of 8.82. Total open interest is 286,768, -9.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 155 sessions
| Sessions closed above gamma max | 48% |
| Gamma max crosses | 37 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 65th |
| Open interest change, 5 sessions | -9.8% |
| Open interest change, 21 sessions | -21.5% |
| History available | Jan 30, 2026 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 17.85 vs 18.86 (-5.7%)
- closed above gamma max at 17.36 vs 16.20 (+6.7%)
- closed below gamma max at 15.66 vs 18.97 (-21.2%)
- closed above gamma max at 11.07 vs 10.27 (+7.2%)
- closed below gamma max at 11.38 vs 12.99 (-14.1%)
- closed above gamma max at 12.77 vs 12.21 (+4.4%)
- closed below gamma max at 14.42 vs 18.26 (-26.6%)
- closed above gamma max at 13.20 vs 7.51 (+43.1%)
- closed below gamma max at 19.30 vs 29.12 (-50.9%)
- closed above gamma max at 26.40 vs 2.37 (+91.0%)
In today's screens
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Neighbours by open interest
Questions people ask about SNXX
Where is SNXX's gamma max today?
As of Sep 11, 2026, the gamma max for SNXX is 18.19, +19.4% from the 15.23 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 SNXX above or below its delta neutral price?
SNXX closed above delta neutral: 15.23 against a delta neutral price of 8.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNXX have?
286,768 contracts of open interest across 1,054 listed contracts on Sep 11, 2026, -9.3% 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.