ECO gamma max, delta neutral & open interest levels
As of close · rank #2036 by open interest · snapshot page
ECO closed 0.7% above its gamma max of 75.61. It is 10.9% above the delta neutral price of 67.84. Total open interest is 11,746, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ECO
Where is ECO's gamma max today?
As of Sep 11, 2026, the gamma max for ECO is 75.61, -0.7% from the 76.15 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 ECO above or below its delta neutral price?
ECO closed above delta neutral: 76.15 against a delta neutral price of 67.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ECO have?
11,746 contracts of open interest across 102 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.