EOG gamma max, delta neutral & open interest levels
As of close · rank #593 by open interest · 1,379 sessions of history since Dec 1, 2020
EOG closed 6.1% below its gamma max of 156.41. It is 8.2% above the delta neutral price of 135.28. Total open interest is 122,331, -0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 3 |
| Open interest percentile (1y) | 36th |
| Open interest change, 5 sessions | +2.5% |
| Open interest change, 21 sessions | +1.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 145.68 vs 148.21 (-1.7%)
- closed above gamma max at 148.69 vs 148.48 (+0.1%)
- closed below gamma max at 146.39 vs 146.57 (-0.1%)
- closed above gamma max at 145.49 vs 145.24 (+0.2%)
- closed below gamma max at 144.57 vs 149.08 (-3.1%)
- closed above gamma max at 149.89 vs 149.50 (+0.3%)
- closed below gamma max at 149.56 vs 149.80 (-0.2%)
- closed above gamma max at 147.49 vs 147.36 (+0.1%)
- closed below gamma max at 138.73 vs 145.84 (-5.1%)
- closed above gamma max at 135.72 vs 135.36 (+0.3%)
In today's screens
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Neighbours by open interest
Questions people ask about EOG
Where is EOG's gamma max today?
As of Sep 11, 2026, the gamma max for EOG is 156.41, +6.1% from the 147.36 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 EOG above or below its delta neutral price?
EOG closed above delta neutral: 147.36 against a delta neutral price of 135.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EOG have?
122,331 contracts of open interest across 513 listed contracts on Sep 11, 2026, -0.9% 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.