EMR gamma max, delta neutral & open interest levels
As of close · rank #751 by open interest · snapshot page
EMR closed 3.6% below its gamma max of 157.66. It is 11.7% above the delta neutral price of 134.42. Total open interest is 82,872, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EMR
Where is EMR's gamma max today?
As of Sep 11, 2026, the gamma max for EMR is 157.66, +3.6% from the 152.19 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 EMR above or below its delta neutral price?
EMR closed above delta neutral: 152.19 against a delta neutral price of 134.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EMR have?
82,872 contracts of open interest across 397 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.