EBS gamma max, delta neutral & open interest levels
As of close · rank #2028 by open interest · snapshot page
EBS closed 21.2% below its gamma max of 7.55. It is 27.1% above the delta neutral price of 4.54. Total open interest is 11,902, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EBS
Where is EBS's gamma max today?
As of Sep 11, 2026, the gamma max for EBS is 7.55, +21.2% from the 6.23 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 EBS above or below its delta neutral price?
EBS closed above delta neutral: 6.23 against a delta neutral price of 4.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EBS have?
11,902 contracts of open interest across 91 listed contracts on Sep 11, 2026, +0.1% 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.