Data through close

EAT gamma max, delta neutral & open interest levels

As of close · rank #1535 by open interest · snapshot page

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Close
212.49
prev 214.69
Gamma max
250.82
+18.0% from close
Delta neutral
199.73
-6.0% from close
Gamma neutral
218.02
+2.6% from close
Open interest
22,291
+0.3% vs prev
Contracts listed
413
215 calls · 198 puts

EAT closed 18.0% below its gamma max of 250.82. It is 6.0% above the delta neutral price of 199.73. Total open interest is 22,291, +0.3% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about EAT

Where is EAT's gamma max today?

As of Sep 11, 2026, the gamma max for EAT is 250.82, +18.0% from the 212.49 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 EAT above or below its delta neutral price?

EAT closed above delta neutral: 212.49 against a delta neutral price of 199.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EAT have?

22,291 contracts of open interest across 413 listed contracts on Sep 11, 2026, +0.3% 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.