EMPD gamma max, delta neutral & open interest levels
As of close · rank #1549 by open interest · snapshot page
EMPD closed 16.4% above its gamma max of 2.54. It is 79.3% above the delta neutral price of 0.63. Total open interest is 21,939, 0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EMPD
Where is EMPD's gamma max today?
As of Sep 11, 2026, the gamma max for EMPD is 2.54, -16.4% from the 3.04 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 EMPD above or below its delta neutral price?
EMPD closed above delta neutral: 3.04 against a delta neutral price of 0.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EMPD have?
21,939 contracts of open interest across 32 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.