EPD gamma max, delta neutral & open interest levels
As of close · rank #383 by open interest · 1,379 sessions of history since Dec 1, 2020
EPD closed 3.5% below its gamma max of 40.28. It is 9.6% above the delta neutral price of 35.17. Total open interest is 231,098, -1.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 64th |
| Open interest change, 5 sessions | -2.3% |
| Open interest change, 21 sessions | -0.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 39.28 vs 39.47 (-0.5%)
- closed above gamma max at 38.39 vs 38.35 (+0.1%)
- closed below gamma max at 38.11 vs 38.31 (-0.5%)
- closed above gamma max at 37.56 vs 37.40 (+0.4%)
- closed below gamma max at 37.09 vs 37.35 (-0.7%)
- closed above gamma max at 37.57 vs 36.98 (+1.6%)
- closed below gamma max at 37.17 vs 37.52 (-0.9%)
- closed above gamma max at 36.14 vs 36.03 (+0.3%)
- closed below gamma max at 36.29 vs 36.72 (-1.2%)
- closed above gamma max at 36.35 vs 35.36 (+2.7%)
In today's screens
Neighbours by open interest
Questions people ask about EPD
Where is EPD's gamma max today?
As of Sep 11, 2026, the gamma max for EPD is 40.28, +3.5% from the 38.90 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 EPD above or below its delta neutral price?
EPD closed above delta neutral: 38.90 against a delta neutral price of 35.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EPD have?
231,098 contracts of open interest across 310 listed contracts on Sep 11, 2026, -1.1% 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.