EROC gamma max, delta neutral & open interest levels
As of close · rank #1722 by open interest · snapshot page
EROC closed 31.8% below its gamma max of 16.74. It is 0.9% above the delta neutral price of 12.59. What gamma max means · What delta neutral means
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Questions people ask about EROC
Where is EROC's gamma max today?
As of Sep 11, 2026, the gamma max for EROC is 16.74, +31.8% from the 12.70 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 EROC above or below its delta neutral price?
EROC closed above delta neutral: 12.70 against a delta neutral price of 12.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EROC have?
17,496 contracts of open interest across 63 listed contracts on Sep 11, 2026. 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.