ERO gamma max, delta neutral & open interest levels
As of close · rank #671 by open interest · snapshot page
ERO closed 6.4% below its gamma max of 37.74. It is 31.1% above the delta neutral price of 24.44. Total open interest is 98,613, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ERO
Where is ERO's gamma max today?
As of Sep 11, 2026, the gamma max for ERO is 37.74, +6.4% from the 35.47 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 ERO above or below its delta neutral price?
ERO closed above delta neutral: 35.47 against a delta neutral price of 24.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ERO have?
98,613 contracts of open interest across 187 listed contracts on Sep 11, 2026, +0.7% 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.