E gamma max, delta neutral & open interest levels
As of close · rank #2116 by open interest · snapshot page
E closed 7.8% below its gamma max of 60.40. It is 2.4% above the delta neutral price of 54.72. Total open interest is 10,529, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about E
Where is E's gamma max today?
As of Sep 11, 2026, the gamma max for E is 60.40, +7.8% from the 56.05 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 E above or below its delta neutral price?
E closed above delta neutral: 56.05 against a delta neutral price of 54.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does E have?
10,529 contracts of open interest across 112 listed contracts on Sep 11, 2026, +0.4% 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.