ENGN gamma max, delta neutral & open interest levels
As of close · rank #2043 by open interest · snapshot page
ENGN closed 11.1% below its gamma max of 2.00. It is 24.1% above the delta neutral price of 1.37. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 11,603, +3.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ENGN
Where is ENGN's gamma max today?
As of Sep 11, 2026, the gamma max for ENGN is 2.00, +11.1% from the 1.80 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 ENGN above or below its delta neutral price?
ENGN closed above delta neutral: 1.80 against a delta neutral price of 1.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ENGN have?
11,603 contracts of open interest across 38 listed contracts on Sep 11, 2026, +3.8% 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.