ESTC gamma max, delta neutral & open interest levels
As of close · rank #871 by open interest · snapshot page
ESTC closed 15.6% below its gamma max of 96.44. It is 32.6% above the delta neutral price of 56.19. Total open interest is 66,689, +1.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about ESTC
Where is ESTC's gamma max today?
As of Sep 11, 2026, the gamma max for ESTC is 96.44, +15.6% from the 83.39 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 ESTC above or below its delta neutral price?
ESTC closed above delta neutral: 83.39 against a delta neutral price of 56.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ESTC have?
66,689 contracts of open interest across 347 listed contracts on Sep 11, 2026, +1.0% 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.