EPAM gamma max, delta neutral & open interest levels
As of close · rank #1881 by open interest · snapshot page
EPAM closed 5.6% below its gamma max of 124.56. It is 9.8% above the delta neutral price of 106.38. Total open interest is 14,435, +0.4% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about EPAM
Where is EPAM's gamma max today?
As of Sep 11, 2026, the gamma max for EPAM is 124.56, +5.6% from the 117.91 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 EPAM above or below its delta neutral price?
EPAM closed above delta neutral: 117.91 against a delta neutral price of 106.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EPAM have?
14,435 contracts of open interest across 222 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.