SHAZ gamma max, delta neutral & open interest levels
As of close · rank #761 by open interest · snapshot page
SHAZ closed 4.0% below its gamma max of 61.78. It is 21.2% above the delta neutral price of 46.80. Total open interest is 80,624, +1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SHAZ
Where is SHAZ's gamma max today?
As of Sep 11, 2026, the gamma max for SHAZ is 61.78, +4.0% from the 59.41 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 SHAZ above or below its delta neutral price?
SHAZ closed above delta neutral: 59.41 against a delta neutral price of 46.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SHAZ have?
80,624 contracts of open interest across 304 listed contracts on Sep 11, 2026, +1.6% 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.