ERIC gamma max, delta neutral & open interest levels
As of close · rank #945 by open interest · snapshot page
ERIC closed 23.4% below its gamma max of 12.72. It is 1.3% above the delta neutral price of 10.18. Total open interest is 57,081, +4.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ERIC
Where is ERIC's gamma max today?
As of Sep 11, 2026, the gamma max for ERIC is 12.72, +23.4% from the 10.31 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 ERIC above or below its delta neutral price?
ERIC closed above delta neutral: 10.31 against a delta neutral price of 10.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ERIC have?
57,081 contracts of open interest across 64 listed contracts on Sep 11, 2026, +4.4% 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.