ETHA gamma max, delta neutral & open interest levels
As of close · rank #49 by open interest · 356 sessions of history since Apr 14, 2025
ETHA closed 6.1% below its gamma max of 20.34. It is 21.6% above the delta neutral price of 15.02. Total open interest is 2,258,938, -5.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 30 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | -3.0% |
| Open interest change, 21 sessions | +12.1% |
| History available | Apr 14, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 18.60 vs 19.30 (-3.8%)
- closed above gamma max at 15.88 vs 15.74 (+0.9%)
- closed above delta neutral at 14.40 vs 14.25 (+1.0%)
- closed below delta neutral at 14.18 vs 14.22 (-0.3%)
- closed above delta neutral at 14.23 vs 14.20 (+0.2%)
- closed below delta neutral at 14.16 vs 14.18 (-0.2%)
- closed above delta neutral at 14.48 vs 14.20 (+2.0%)
- closed below delta neutral at 14.11 vs 14.11 (-0.0%)
- closed below gamma max at 14.52 vs 14.84 (-2.2%)
- closed above gamma max at 14.16 vs 13.87 (+2.0%)
In today's screens
Neighbours by open interest
Questions people ask about ETHA
Where is ETHA's gamma max today?
As of Sep 11, 2026, the gamma max for ETHA is 20.34, +6.1% from the 19.16 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 ETHA above or below its delta neutral price?
ETHA closed above delta neutral: 19.16 against a delta neutral price of 15.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ETHA have?
2,258,938 contracts of open interest across 951 listed contracts on Sep 11, 2026, -5.6% 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.