EGY gamma max, delta neutral & open interest levels
As of close · rank #1592 by open interest · snapshot page
EGY closed 5.1% above its gamma max of 6.00. It is 16.7% above the delta neutral price of 5.26. Total open interest is 20,960, +1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EGY
Where is EGY's gamma max today?
As of Sep 11, 2026, the gamma max for EGY is 6.00, -5.1% from the 6.32 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 EGY above or below its delta neutral price?
EGY closed above delta neutral: 6.32 against a delta neutral price of 5.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EGY have?
20,960 contracts of open interest across 34 listed contracts on Sep 11, 2026, +1.3% 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.