EH gamma max, delta neutral & open interest levels
As of close · rank #335 by open interest · 1,317 sessions of history since Mar 1, 2021
EH closed 47.6% below its gamma max of 6.68. It is 15.8% above the delta neutral price of 3.81. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 269,053, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 34% |
| Gamma max crosses | 55 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 71th |
| Open interest change, 5 sessions | +3.3% |
| Open interest change, 21 sessions | +3.4% |
| History available | Mar 1, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 4.53 vs 6.68 (-47.6%)
- closed above gamma max at 4.43 vs 1.00 (+77.4%)
- closed below gamma max at 4.56 vs 6.40 (-40.4%)
- closed above gamma max at 4.44 vs 0.81 (+81.7%)
- closed below gamma max at 5.79 vs 6.04 (-4.4%)
- closed above gamma max at 5.78 vs 5.61 (+2.8%)
- closed below gamma max at 6.72 vs 7.30 (-8.7%)
- closed above gamma max at 6.55 vs 6.35 (+3.1%)
- closed below gamma max at 6.33 vs 6.76 (-6.7%)
- closed above gamma max at 7.03 vs 6.26 (+11.0%)
In today's screens
Neighbours by open interest
Questions people ask about EH
Where is EH's gamma max today?
As of Sep 11, 2026, the gamma max for EH is 6.68, +47.6% from the 4.53 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 EH above or below its delta neutral price?
EH closed above delta neutral: 4.53 against a delta neutral price of 3.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EH have?
269,053 contracts of open interest across 135 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.