EA gamma max, delta neutral & open interest levels
As of close · rank #840 by open interest · snapshot page
EA closed 0.1% below its gamma max of 210.00. It is 0.1% below the delta neutral price of 209.94. What gamma max means · What delta neutral means
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Questions people ask about EA
Where is EA's gamma max today?
As of Sep 11, 2026, the gamma max for EA is 210.00, +0.1% from the 209.70 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 EA above or below its delta neutral price?
EA closed below delta neutral: 209.70 against a delta neutral price of 209.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EA have?
69,514 contracts of open interest across 242 listed contracts on Sep 11, 2026. 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.