SHOE gamma max, delta neutral & open interest levels
As of close · rank #839 by open interest · snapshot page
SHOE closed 60.7% above its gamma max of 5.00. It is 53.0% below the delta neutral price of 19.45. Total open interest is 69,613, +34.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SHOE
Where is SHOE's gamma max today?
As of Sep 11, 2026, the gamma max for SHOE is 5.00, -60.7% from the 12.71 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 SHOE above or below its delta neutral price?
SHOE closed below delta neutral: 12.71 against a delta neutral price of 19.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SHOE have?
69,613 contracts of open interest across 43 listed contracts on Sep 11, 2026, +34.1% 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.