EFV gamma max, delta neutral & open interest levels
As of close · rank #1872 by open interest · snapshot page
EFV closed 3.1% below its gamma max of 84.80. It is 8.6% above the delta neutral price of 75.24. Total open interest is 14,560, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EFV
Where is EFV's gamma max today?
As of Sep 11, 2026, the gamma max for EFV is 84.80, +3.1% from the 82.28 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 EFV above or below its delta neutral price?
EFV closed above delta neutral: 82.28 against a delta neutral price of 75.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EFV have?
14,560 contracts of open interest across 43 listed contracts on Sep 11, 2026, -0.0% 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.