SHLD gamma max, delta neutral & open interest levels
As of close · rank #1696 by open interest · snapshot page
SHLD closed 14.8% below its gamma max of 70.88. It is 1.0% above the delta neutral price of 61.16. Total open interest is 18,438, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SHLD
Where is SHLD's gamma max today?
As of Sep 11, 2026, the gamma max for SHLD is 70.88, +14.8% from the 61.75 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 SHLD above or below its delta neutral price?
SHLD closed above delta neutral: 61.75 against a delta neutral price of 61.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SHLD have?
18,438 contracts of open interest across 233 listed contracts on Sep 11, 2026, -0.3% 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.