EDIT gamma max, delta neutral & open interest levels
As of close · rank #1420 by open interest · snapshot page
EDIT closed 7.4% above its gamma max of 2.50. It is 59.9% above the delta neutral price of 1.08. Total open interest is 26,954, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EDIT
Where is EDIT's gamma max today?
As of Sep 11, 2026, the gamma max for EDIT is 2.50, -7.4% from the 2.70 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 EDIT above or below its delta neutral price?
EDIT closed above delta neutral: 2.70 against a delta neutral price of 1.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EDIT have?
26,954 contracts of open interest across 52 listed contracts on Sep 11, 2026, +0.5% 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.