SUN gamma max, delta neutral & open interest levels
As of close · rank #1797 by open interest · snapshot page
SUN closed 1.3% below its gamma max of 78.64. It is 7.5% above the delta neutral price of 71.85. Total open interest is 15,985, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SUN
Where is SUN's gamma max today?
As of Sep 11, 2026, the gamma max for SUN is 78.64, +1.3% from the 77.67 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 SUN above or below its delta neutral price?
SUN closed above delta neutral: 77.67 against a delta neutral price of 71.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SUN have?
15,985 contracts of open interest across 87 listed contracts on Sep 11, 2026, +0.5% 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.