EOSE gamma max, delta neutral & open interest levels
As of close · rank #75 by open interest · 1,378 sessions of history since Dec 1, 2020
EOSE closed 7.2% below its gamma max of 4.23. It is 31.8% above the delta neutral price of 2.69. Total open interest is 1,394,666, -2.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 42% |
| Gamma max crosses | 41 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 27th |
| Open interest change, 5 sessions | +0.2% |
| Open interest change, 21 sessions | -9.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 3.99 vs 4.20 (-5.2%)
- closed above gamma max at 3.88 vs 3.81 (+1.8%)
- closed below gamma max at 3.67 vs 4.58 (-24.7%)
- closed above gamma max at 3.92 vs 0.50 (+87.2%)
- closed below gamma max at 3.61 vs 4.36 (-20.9%)
- closed above gamma max at 3.47 vs 1.00 (+71.2%)
- closed above delta neutral at 4.40 vs 2.85 (+35.1%)
- closed below delta neutral at 4.58 vs 4.92 (-7.5%)
- closed below gamma max at 7.34 vs 7.70 (-5.0%)
- closed above gamma max at 7.65 vs 7.58 (+1.0%)
In today's screens
Neighbours by open interest
Questions people ask about EOSE
Where is EOSE's gamma max today?
As of Sep 11, 2026, the gamma max for EOSE is 4.23, +7.2% from the 3.95 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 EOSE above or below its delta neutral price?
EOSE closed above delta neutral: 3.95 against a delta neutral price of 2.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EOSE have?
1,394,666 contracts of open interest across 530 listed contracts on Sep 11, 2026, -2.6% 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.