EMN gamma max, delta neutral & open interest levels
As of close · rank #1562 by open interest · snapshot page
EMN closed 11.0% below its gamma max of 75.62. It is 0.6% above the delta neutral price of 67.67. Total open interest is 21,755, +3.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EMN
Where is EMN's gamma max today?
As of Sep 11, 2026, the gamma max for EMN is 75.62, +11.0% from the 68.11 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 EMN above or below its delta neutral price?
EMN closed above delta neutral: 68.11 against a delta neutral price of 67.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EMN have?
21,755 contracts of open interest across 131 listed contracts on Sep 11, 2026, +3.0% 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.