EMBJ gamma max, delta neutral & open interest levels
As of close · rank #1162 by open interest · snapshot page
EMBJ closed 11.1% below its gamma max of 83.83. It is 8.8% above the delta neutral price of 68.87. Total open interest is 39,722, -0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EMBJ
Where is EMBJ's gamma max today?
As of Sep 11, 2026, the gamma max for EMBJ is 83.83, +11.1% from the 75.49 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 EMBJ above or below its delta neutral price?
EMBJ closed above delta neutral: 75.49 against a delta neutral price of 68.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EMBJ have?
39,722 contracts of open interest across 136 listed contracts on Sep 11, 2026, -0.5% 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.