Data through close

SUNB gamma max, delta neutral & open interest levels

As of close · rank #1830 by open interest · snapshot page

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Close
72.68
prev 73.18
Gamma max
77.44
+6.6% from close
Delta neutral
66.41
-8.6% from close
Gamma neutral
72.68
0.0% from close
Open interest
15,416
-2.2% vs prev
Contracts listed
85
49 calls · 37 puts

SUNB closed 6.6% below its gamma max of 77.44. It is 8.6% above the delta neutral price of 66.41. Total open interest is 15,416, -2.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about SUNB

Where is SUNB's gamma max today?

As of Sep 11, 2026, the gamma max for SUNB is 77.44, +6.6% from the 72.68 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 SUNB above or below its delta neutral price?

SUNB closed above delta neutral: 72.68 against a delta neutral price of 66.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SUNB have?

15,416 contracts of open interest across 85 listed contracts on Sep 11, 2026, -2.2% 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.