EIX gamma max, delta neutral & open interest levels
As of close · rank #416 by open interest · 1,379 sessions of history since Dec 1, 2020
EIX closed 42.7% below its gamma max of 79.94. It is 10.8% below the delta neutral price of 62.03. Total open interest is 208,422, +2.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 5 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +13.8% |
| Open interest change, 21 sessions | +98.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 70.17 vs 71.40 (-1.8%)
- closed above delta neutral at 71.41 vs 71.03 (+0.5%)
- closed below delta neutral at 71.46 vs 73.84 (-3.3%)
- closed below gamma max at 77.63 vs 84.03 (-8.2%)
- closed above gamma max at 76.68 vs 75.93 (+1.0%)
- closed below gamma max at 74.45 vs 76.10 (-2.2%)
- closed above gamma max at 75.67 vs 73.48 (+2.9%)
- closed above delta neutral at 70.53 vs 69.13 (+2.0%)
- closed below delta neutral at 68.27 vs 68.45 (-0.3%)
- closed below gamma max at 75.20 vs 75.76 (-0.7%)
In today's screens
Neighbours by open interest
Questions people ask about EIX
Where is EIX's gamma max today?
As of Sep 11, 2026, the gamma max for EIX is 79.94, +42.7% from the 56.00 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 EIX above or below its delta neutral price?
EIX closed below delta neutral: 56.00 against a delta neutral price of 62.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EIX have?
208,422 contracts of open interest across 219 listed contracts on Sep 11, 2026, +2.3% 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.