ECH gamma max, delta neutral & open interest levels
As of close · rank #2050 by open interest · snapshot page
ECH closed 12.0% below its gamma max of 44.34. It is 9.4% above the delta neutral price of 35.87. Total open interest is 11,371, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ECH
Where is ECH's gamma max today?
As of Sep 11, 2026, the gamma max for ECH is 44.34, +12.0% from the 39.60 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 ECH above or below its delta neutral price?
ECH closed above delta neutral: 39.60 against a delta neutral price of 35.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ECH have?
11,371 contracts of open interest across 93 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.