ECL gamma max, delta neutral & open interest levels
As of close · rank #1760 by open interest · snapshot page
ECL closed 3.5% below its gamma max of 285.98. It is 2.5% above the delta neutral price of 269.19. Total open interest is 16,880, +12.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ECL
Where is ECL's gamma max today?
As of Sep 11, 2026, the gamma max for ECL is 285.98, +3.5% from the 276.18 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 ECL above or below its delta neutral price?
ECL closed above delta neutral: 276.18 against a delta neutral price of 269.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ECL have?
16,880 contracts of open interest across 159 listed contracts on Sep 11, 2026, +12.7% 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.