ETH gamma max, delta neutral & open interest levels
As of close · rank #901 by open interest · snapshot page
ETH closed 17.8% above its gamma max of 19.94. It is 37.4% above the delta neutral price of 15.19. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 62,418, -7.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ETH
Where is ETH's gamma max today?
As of Sep 11, 2026, the gamma max for ETH is 19.94, -17.8% from the 24.25 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 ETH above or below its delta neutral price?
ETH closed above delta neutral: 24.25 against a delta neutral price of 15.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ETH have?
62,418 contracts of open interest across 327 listed contracts on Sep 11, 2026, -7.5% 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.