EEM gamma max, delta neutral & open interest levels
As of close · rank #15 by open interest · 1,379 sessions of history since Dec 1, 2020
EEM closed 5.9% below its gamma max of 71.87. It is 2.0% above the delta neutral price of 66.52. Total open interest is 5,535,834, +0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 9 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 41th |
| Open interest change, 5 sessions | +3.9% |
| Open interest change, 21 sessions | +12.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 66.00 vs 65.10 (+1.4%)
- closed below delta neutral at 64.50 vs 66.30 (-2.8%)
- closed above delta neutral at 66.78 vs 66.56 (+0.3%)
- closed below delta neutral at 65.68 vs 66.51 (-1.3%)
- closed above delta neutral at 67.56 vs 66.48 (+1.6%)
- closed below delta neutral at 65.72 vs 66.53 (-1.2%)
- closed below gamma max at 65.82 vs 67.23 (-2.1%)
- closed above gamma max at 67.94 vs 67.24 (+1.0%)
- closed below gamma max at 66.59 vs 66.99 (-0.6%)
- closed above gamma max at 67.49 vs 66.28 (+1.8%)
In today's screens
Neighbours by open interest
Questions people ask about EEM
Where is EEM's gamma max today?
As of Sep 11, 2026, the gamma max for EEM is 71.87, +5.9% from the 67.84 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 EEM above or below its delta neutral price?
EEM closed above delta neutral: 67.84 against a delta neutral price of 66.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EEM have?
5,535,834 contracts of open interest across 1,209 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.