SOLV gamma max, delta neutral & open interest levels
As of close · rank #1525 by open interest · snapshot page
SOLV closed 3.3% below its gamma max of 90.37. It is 9.7% above the delta neutral price of 79.00. Total open interest is 22,642, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about SOLV
Where is SOLV's gamma max today?
As of Sep 11, 2026, the gamma max for SOLV is 90.37, +3.3% from the 87.45 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 SOLV above or below its delta neutral price?
SOLV closed above delta neutral: 87.45 against a delta neutral price of 79.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOLV have?
22,642 contracts of open interest across 97 listed contracts on Sep 11, 2026, -0.0% 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.