ELAN gamma max, delta neutral & open interest levels
As of close · rank #2055 by open interest · snapshot page
ELAN closed 11.8% below its gamma max of 25.91. It is 13.5% above the delta neutral price of 20.05. Total open interest is 11,324, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ELAN
Where is ELAN's gamma max today?
As of Sep 11, 2026, the gamma max for ELAN is 25.91, +11.8% from the 23.17 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 ELAN above or below its delta neutral price?
ELAN closed above delta neutral: 23.17 against a delta neutral price of 20.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ELAN have?
11,324 contracts of open interest across 115 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.