We prove existence of spherically symmetric, static, self-gravitating photon shells as solutions to the massless Einstein-Vlasov system. The solutions are highly relativistic in the sense that the ratio is close to , where is the Hawking mass and is the area radius. In 1955 Wheeler constructed, by numerical means, so called idealized spherically symmetric geons, i.e. solutions of the Einstein-Maxwell equations for which the energy momentum tensor is spherically symmetric on a time average. The structure of these solutions is such that the electromagnetic field is confined to a thin shell for which the ratio is close to , i.e., the solutions are highly relativistic photon shells. The solutions presented in this work provide an alternative model for photon shells or idealized spherically symmetric geons.

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