ENR gamma max, delta neutral & open interest levels
As of close · rank #2103 by open interest · snapshot page
ENR closed 11.0% below its gamma max of 22.85. It is 13.0% above the delta neutral price of 17.91. Total open interest is 10,697, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ENR
Where is ENR's gamma max today?
As of Sep 11, 2026, the gamma max for ENR is 22.85, +11.0% from the 20.58 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 ENR above or below its delta neutral price?
ENR closed above delta neutral: 20.58 against a delta neutral price of 17.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ENR have?
10,697 contracts of open interest across 59 listed contracts on Sep 11, 2026, +0.4% 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.