EDV gamma max, delta neutral & open interest levels
As of close · rank #2038 by open interest · snapshot page
EDV closed 4.1% below its gamma max of 61.46. It is 3.4% below the delta neutral price of 61.02. Total open interest is 11,704, +1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EDV
Where is EDV's gamma max today?
As of Sep 11, 2026, the gamma max for EDV is 61.46, +4.1% from the 59.02 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 EDV above or below its delta neutral price?
EDV closed below delta neutral: 59.02 against a delta neutral price of 61.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EDV have?
11,704 contracts of open interest across 170 listed contracts on Sep 11, 2026, +1.7% 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.