SOLS gamma max, delta neutral & open interest levels
As of close · rank #676 by open interest · snapshot page
SOLS closed 12.5% below its gamma max of 69.21. It is 2.8% above the delta neutral price of 59.81. Total open interest is 97,938, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SOLS
Where is SOLS's gamma max today?
As of Sep 11, 2026, the gamma max for SOLS is 69.21, +12.5% from the 61.53 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 SOLS above or below its delta neutral price?
SOLS closed above delta neutral: 61.53 against a delta neutral price of 59.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOLS have?
97,938 contracts of open interest across 135 listed contracts on Sep 11, 2026, +0.4% 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.