EGO gamma max, delta neutral & open interest levels
As of close · rank #891 by open interest · snapshot page
EGO closed 1.5% above its gamma max of 43.09. It is 27.4% above the delta neutral price of 31.78. Total open interest is 63,982, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EGO
Where is EGO's gamma max today?
As of Sep 11, 2026, the gamma max for EGO is 43.09, -1.5% from the 43.75 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 EGO above or below its delta neutral price?
EGO closed above delta neutral: 43.75 against a delta neutral price of 31.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EGO have?
63,982 contracts of open interest across 425 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.