DE gamma max, delta neutral & open interest levels
As of close · rank #887 by open interest · snapshot page
DE closed 4.7% below its gamma max of 707.78. It is 8.4% above the delta neutral price of 619.28. Total open interest is 64,378, -6.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DE
Where is DE's gamma max today?
As of Sep 11, 2026, the gamma max for DE is 707.78, +4.7% from the 675.74 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 DE above or below its delta neutral price?
DE closed above delta neutral: 675.74 against a delta neutral price of 619.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DE have?
64,378 contracts of open interest across 1,024 listed contracts on Sep 11, 2026, -6.1% 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.