SHOP gamma max, delta neutral & open interest levels
As of close · rank #131 by open interest · 1,379 sessions of history since Dec 1, 2020
SHOP closed 15.1% below its gamma max of 148.26. It is 4.2% above the delta neutral price of 123.43. Total open interest is 818,528, -3.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 83th |
| Open interest change, 5 sessions | +2.7% |
| Open interest change, 21 sessions | -1.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 147.44 vs 149.35 (-1.3%)
- closed above gamma max at 144.24 vs 143.89 (+0.2%)
- closed above delta neutral at 100.28 vs 96.81 (+3.5%)
- closed below delta neutral at 99.84 vs 103.17 (-3.3%)
- closed above delta neutral at 111.74 vs 105.65 (+5.5%)
- closed below delta neutral at 107.61 vs 108.92 (-1.2%)
- closed above delta neutral at 121.64 vs 114.99 (+5.5%)
- closed below delta neutral at 118.99 vs 123.66 (-3.9%)
- closed above delta neutral at 127.24 vs 122.12 (+4.0%)
- closed below delta neutral at 131.23 vs 133.01 (-1.4%)
In today's screens
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Neighbours by open interest
Questions people ask about SHOP
Where is SHOP's gamma max today?
As of Sep 11, 2026, the gamma max for SHOP is 148.26, +15.1% from the 128.79 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 SHOP above or below its delta neutral price?
SHOP closed above delta neutral: 128.79 against a delta neutral price of 123.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SHOP have?
818,528 contracts of open interest across 1,192 listed contracts on Sep 11, 2026, -3.5% 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.