ET gamma max, delta neutral & open interest levels
As of close · rank #112 by open interest · 1,379 sessions of history since Dec 1, 2020
ET closed 1.4% below its gamma max of 21.84. It is 12.2% above the delta neutral price of 18.92. Total open interest is 966,443, -0.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 67th |
| Open interest change, 5 sessions | -2.9% |
| Open interest change, 21 sessions | +5.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 21.44 vs 21.46 (-0.1%)
- closed above gamma max at 21.31 vs 21.15 (+0.7%)
- closed below gamma max at 21.38 vs 21.41 (-0.1%)
- closed above gamma max at 21.43 vs 21.23 (+0.9%)
- closed below gamma max at 21.08 vs 21.24 (-0.8%)
- closed above gamma max at 21.42 vs 21.06 (+1.7%)
- closed below gamma max at 20.32 vs 20.42 (-0.5%)
- closed above gamma max at 20.20 vs 20.03 (+0.9%)
- closed below gamma max at 19.91 vs 20.03 (-0.6%)
- closed above gamma max at 20.18 vs 20.10 (+0.4%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about ET
Where is ET's gamma max today?
As of Sep 11, 2026, the gamma max for ET is 21.84, +1.4% from the 21.55 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 ET above or below its delta neutral price?
ET closed above delta neutral: 21.55 against a delta neutral price of 18.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ET have?
966,443 contracts of open interest across 302 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.