SH gamma max, delta neutral & open interest levels
As of close · rank #1028 by open interest · snapshot page
SH closed 0.2% above its gamma max of 32.55. It is 4.3% below the delta neutral price of 34.03. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 48,845, +0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SH
Where is SH's gamma max today?
As of Sep 11, 2026, the gamma max for SH is 32.55, -0.2% from the 32.62 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 SH above or below its delta neutral price?
SH closed below delta neutral: 32.62 against a delta neutral price of 34.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SH have?
48,845 contracts of open interest across 172 listed contracts on Sep 11, 2026, +0.8% 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.