EC gamma max, delta neutral & open interest levels
As of close · rank #1610 by open interest · snapshot page
EC closed 1.9% below its gamma max of 18.09. It is 7.2% above the delta neutral price of 16.47. Total open interest is 20,571, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EC
Where is EC's gamma max today?
As of Sep 11, 2026, the gamma max for EC is 18.09, +1.9% from the 17.75 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 EC above or below its delta neutral price?
EC closed above delta neutral: 17.75 against a delta neutral price of 16.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EC have?
20,571 contracts of open interest across 98 listed contracts on Sep 11, 2026, +1.2% 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.