ESI gamma max, delta neutral & open interest levels
As of close · rank #994 by open interest · snapshot page
ESI closed 7.8% below its gamma max of 37.02. It is 3.9% above the delta neutral price of 33.02. Total open interest is 52,005, +15.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ESI
Where is ESI's gamma max today?
As of Sep 11, 2026, the gamma max for ESI is 37.02, +7.8% from the 34.34 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 ESI above or below its delta neutral price?
ESI closed above delta neutral: 34.34 against a delta neutral price of 33.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ESI have?
52,005 contracts of open interest across 129 listed contracts on Sep 11, 2026, +15.6% 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.