SOLZ gamma max, delta neutral & open interest levels
As of close · rank #1379 by open interest · snapshot page
SOLZ closed 6.2% below its gamma max of 10.79. It is 28.6% above the delta neutral price of 7.25. Total open interest is 28,542, +2.3% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SOLZ
Where is SOLZ's gamma max today?
As of Sep 11, 2026, the gamma max for SOLZ is 10.79, +6.2% from the 10.16 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 SOLZ above or below its delta neutral price?
SOLZ closed above delta neutral: 10.16 against a delta neutral price of 7.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOLZ have?
28,542 contracts of open interest across 133 listed contracts on Sep 11, 2026, +2.3% 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.