DEI gamma max, delta neutral & open interest levels
As of close · rank #1337 by open interest · snapshot page
DEI closed 28.1% below its gamma max of 13.75. It is 6.3% below the delta neutral price of 11.40. Total open interest is 30,130, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DEI
Where is DEI's gamma max today?
As of Sep 11, 2026, the gamma max for DEI is 13.75, +28.1% from the 10.73 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 DEI above or below its delta neutral price?
DEI closed below delta neutral: 10.73 against a delta neutral price of 11.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DEI have?
30,130 contracts of open interest across 37 listed contracts on Sep 11, 2026, +1.9% 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.