EDZ gamma max, delta neutral & open interest levels
As of close · rank #2045 by open interest · snapshot page
EDZ closed 5.7% above its gamma max of 13.37. It is 93.0% below the delta neutral price of 27.36. Total open interest is 11,559, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EDZ
Where is EDZ's gamma max today?
As of Sep 11, 2026, the gamma max for EDZ is 13.37, -5.7% from the 14.18 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 EDZ above or below its delta neutral price?
EDZ closed below delta neutral: 14.18 against a delta neutral price of 27.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EDZ have?
11,559 contracts of open interest across 126 listed contracts on Sep 11, 2026, +0.1% 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.