Data through close

ECHO gamma max, delta neutral & open interest levels

As of close · rank #195 by open interest · 301 sessions of history since Dec 1, 2020

Interactive chart Download CSV
Close
93.14
prev 91.85
Gamma max
109.50
+17.6% from close
Delta neutral
89.75
-3.6% from close
Gamma neutral
86.32
-7.3% from close
Open interest
563,376
-0.4% vs prev
Contracts listed
666
357 calls · 315 puts

ECHO closed 17.6% below its gamma max of 109.50. It is 3.6% above the delta neutral price of 89.75. Total open interest is 563,376, -0.4% versus the previous session. What gamma max means · What delta neutral means

One-year history

2021-022026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max10%
Gamma max crosses25
Delta neutral crosses6
Open interest percentile (1y)85th
Open interest change, 5 sessions+0.5%
Open interest change, 21 sessions-9.2%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 89.79 vs 89.76 (+0.0%)
  2. closed below delta neutral at 100.80 vs 101.73 (-0.9%)
  3. closed above delta neutral at 100.84 vs 100.50 (+0.3%)
  4. closed below delta neutral at 97.13 vs 100.08 (-3.0%)
  5. closed above delta neutral at 47.71 vs 46.65 (+2.2%)
  6. closed below delta neutral at 47.70 vs 48.42 (-1.5%)
  7. closed below gamma max at 47.90 vs 50.12 (-4.6%)
  8. closed above gamma max at 47.70 vs 44.59 (+6.5%)
  9. closed below gamma max at 31.75 vs 34.75 (-9.5%)
  10. closed above gamma max at 31.10 vs 30.15 (+3.1%)

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about ECHO

Where is ECHO's gamma max today?

As of Sep 11, 2026, the gamma max for ECHO is 109.50, +17.6% from the 93.14 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 ECHO above or below its delta neutral price?

ECHO closed above delta neutral: 93.14 against a delta neutral price of 89.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ECHO have?

563,376 contracts of open interest across 666 listed contracts on Sep 11, 2026, -0.4% 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.