SHY gamma max, delta neutral & open interest levels
As of close · rank #1121 by open interest · snapshot page
SHY closed 3.8% below its gamma max of 84.43. It is 2.1% below the delta neutral price of 83.04. Total open interest is 41,767, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SHY
Where is SHY's gamma max today?
As of Sep 11, 2026, the gamma max for SHY is 84.43, +3.8% from the 81.37 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 SHY above or below its delta neutral price?
SHY closed below delta neutral: 81.37 against a delta neutral price of 83.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SHY have?
41,767 contracts of open interest across 62 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.