ELE gamma max, delta neutral & open interest levels
As of close · rank #2034 by open interest · snapshot page
ELE closed 4.3% below its gamma max of 22.36. It is 37.5% above the delta neutral price of 13.39. Total open interest is 11,759, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ELE
Where is ELE's gamma max today?
As of Sep 11, 2026, the gamma max for ELE is 22.36, +4.3% from the 21.43 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 ELE above or below its delta neutral price?
ELE closed above delta neutral: 21.43 against a delta neutral price of 13.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ELE have?
11,759 contracts of open interest across 56 listed contracts on Sep 11, 2026, +0.2% 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.