EOLS gamma max, delta neutral & open interest levels
As of close · rank #2067 by open interest · snapshot page
EOLS closed 16.1% below its gamma max of 9.11. It is 44.3% above the delta neutral price of 4.37. Total open interest is 11,178, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EOLS
Where is EOLS's gamma max today?
As of Sep 11, 2026, the gamma max for EOLS is 9.11, +16.1% from the 7.84 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 EOLS above or below its delta neutral price?
EOLS closed above delta neutral: 7.84 against a delta neutral price of 4.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EOLS have?
11,178 contracts of open interest across 22 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.