SNY gamma max, delta neutral & open interest levels
As of close · rank #704 by open interest · snapshot page
SNY closed 18.2% below its gamma max of 50.55. It is 6.4% below the delta neutral price of 45.50. Total open interest is 92,941, -0.4% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SNY
Where is SNY's gamma max today?
As of Sep 11, 2026, the gamma max for SNY is 50.55, +18.2% from the 42.77 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 SNY above or below its delta neutral price?
SNY closed below delta neutral: 42.77 against a delta neutral price of 45.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNY have?
92,941 contracts of open interest across 208 listed contracts on Sep 11, 2026, -0.4% 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.