EMB gamma max, delta neutral & open interest levels
As of close · rank #866 by open interest · snapshot page
EMB closed 51.8% above its gamma max of 45.00. It is 12.5% below the delta neutral price of 105.04. Total open interest is 66,998, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EMB
Where is EMB's gamma max today?
As of Sep 11, 2026, the gamma max for EMB is 45.00, -51.8% from the 93.34 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 EMB above or below its delta neutral price?
EMB closed below delta neutral: 93.34 against a delta neutral price of 105.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EMB have?
66,998 contracts of open interest across 98 listed contracts on Sep 11, 2026, -0.0% 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.