ELV gamma max, delta neutral & open interest levels
As of close · rank #1257 by open interest · snapshot page
ELV closed 1.0% below its gamma max of 423.09. It is 6.9% above the delta neutral price of 389.92. Total open interest is 34,135, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ELV
Where is ELV's gamma max today?
As of Sep 11, 2026, the gamma max for ELV is 423.09, +1.0% from the 418.72 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 ELV above or below its delta neutral price?
ELV closed above delta neutral: 418.72 against a delta neutral price of 389.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ELV have?
34,135 contracts of open interest across 520 listed contracts on Sep 11, 2026, +0.3% 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.