EBAY gamma max, delta neutral & open interest levels
As of close · rank #673 by open interest · snapshot page
EBAY closed 5.9% below its gamma max of 114.08. It is 4.9% above the delta neutral price of 102.46. Total open interest is 98,566, -5.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EBAY
Where is EBAY's gamma max today?
As of Sep 11, 2026, the gamma max for EBAY is 114.08, +5.9% from the 107.75 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 EBAY above or below its delta neutral price?
EBAY closed above delta neutral: 107.75 against a delta neutral price of 102.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EBAY have?
98,566 contracts of open interest across 514 listed contracts on Sep 11, 2026, -5.2% 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.