ED gamma max, delta neutral & open interest levels
As of close · rank #1972 by open interest · snapshot page
ED closed 3.8% below its gamma max of 110.47. It is 3.1% above the delta neutral price of 103.11. Total open interest is 12,826, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ED
Where is ED's gamma max today?
As of Sep 11, 2026, the gamma max for ED is 110.47, +3.8% from the 106.46 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 ED above or below its delta neutral price?
ED closed above delta neutral: 106.46 against a delta neutral price of 103.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ED have?
12,826 contracts of open interest across 142 listed contracts on Sep 11, 2026, +0.2% 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.