ENB gamma max, delta neutral & open interest levels
As of close · rank #882 by open interest · snapshot page
ENB closed 14.4% below its gamma max of 54.64. It is 1.5% below the delta neutral price of 48.48. Total open interest is 65,000, +2.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ENB
Where is ENB's gamma max today?
As of Sep 11, 2026, the gamma max for ENB is 54.64, +14.4% from the 47.76 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 ENB above or below its delta neutral price?
ENB closed below delta neutral: 47.76 against a delta neutral price of 48.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ENB have?
65,000 contracts of open interest across 142 listed contracts on Sep 11, 2026, +2.8% 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.