ETHU gamma max, delta neutral & open interest levels
As of close · rank #722 by open interest · snapshot page
ETHU closed 23.9% below its gamma max of 34.47. It is 24.2% above the delta neutral price of 21.08. Total open interest is 88,771, -5.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ETHU
Where is ETHU's gamma max today?
As of Sep 11, 2026, the gamma max for ETHU is 34.47, +23.9% from the 27.82 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 ETHU above or below its delta neutral price?
ETHU closed above delta neutral: 27.82 against a delta neutral price of 21.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ETHU have?
88,771 contracts of open interest across 769 listed contracts on Sep 11, 2026, -5.8% 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.