ZSL gamma max, delta neutral & open interest levels
As of close · rank #1635 by open interest · snapshot page
ZSL closed 2.0% below its gamma max of 25.02. It is 18.0% above the delta neutral price of 20.10. Total open interest is 19,866, -4.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ZSL
Where is ZSL's gamma max today?
As of Sep 11, 2026, the gamma max for ZSL is 25.02, +2.0% from the 24.52 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 ZSL above or below its delta neutral price?
ZSL closed above delta neutral: 24.52 against a delta neutral price of 20.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ZSL have?
19,866 contracts of open interest across 321 listed contracts on Sep 11, 2026, -4.2% 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.