SHLS gamma max, delta neutral & open interest levels
As of close · rank #716 by open interest · snapshot page
SHLS closed 18.5% below its gamma max of 8.65. It is 29.3% above the delta neutral price of 5.16. Total open interest is 91,379, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SHLS
Where is SHLS's gamma max today?
As of Sep 11, 2026, the gamma max for SHLS is 8.65, +18.5% from the 7.30 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 SHLS above or below its delta neutral price?
SHLS closed above delta neutral: 7.30 against a delta neutral price of 5.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SHLS have?
91,379 contracts of open interest across 217 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.