ERX gamma max, delta neutral & open interest levels
As of close · rank #2075 by open interest · snapshot page
ERX closed 7.1% above its gamma max of 104.10. It is 16.3% above the delta neutral price of 93.81. Total open interest is 11,076, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ERX
Where is ERX's gamma max today?
As of Sep 11, 2026, the gamma max for ERX is 104.10, -7.1% from the 112.08 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 ERX above or below its delta neutral price?
ERX closed above delta neutral: 112.08 against a delta neutral price of 93.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ERX have?
11,076 contracts of open interest across 197 listed contracts on Sep 11, 2026, -0.3% 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.