EFA gamma max, delta neutral & open interest levels
As of close · rank #84 by open interest · 1,379 sessions of history since Dec 1, 2020
EFA closed 3.9% below its gamma max of 110.90. It is 0.4% below the delta neutral price of 107.14. Total open interest is 1,239,454, -0.3% 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 | 8 |
| Delta neutral crosses | 43 |
| Open interest percentile (1y) | 23th |
| Open interest change, 5 sessions | +2.0% |
| Open interest change, 21 sessions | +1.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 106.56 vs 107.47 (-0.9%)
- closed above delta neutral at 108.21 vs 106.96 (+1.2%)
- closed below delta neutral at 106.49 vs 106.68 (-0.2%)
- closed above delta neutral at 106.24 vs 104.67 (+1.5%)
- closed below delta neutral at 103.81 vs 103.98 (-0.2%)
- closed above delta neutral at 104.65 vs 104.18 (+0.5%)
- closed below delta neutral at 103.24 vs 104.21 (-0.9%)
- closed above delta neutral at 104.33 vs 104.24 (+0.1%)
- closed below delta neutral at 104.14 vs 104.23 (-0.1%)
- closed above delta neutral at 105.44 vs 104.47 (+0.9%)
In today's screens
Neighbours by open interest
Questions people ask about EFA
Where is EFA's gamma max today?
As of Sep 11, 2026, the gamma max for EFA is 110.90, +3.9% from the 106.70 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 EFA above or below its delta neutral price?
EFA closed below delta neutral: 106.70 against a delta neutral price of 107.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EFA have?
1,239,454 contracts of open interest across 945 listed contracts on Sep 11, 2026, -0.3% 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.