ETN gamma max, delta neutral & open interest levels
As of close · rank #662 by open interest · 1,379 sessions of history since Dec 1, 2020
ETN closed 12.7% below its gamma max of 479.55. It is 4.2% above the delta neutral price of 407.63. Total open interest is 100,278, -4.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 70th |
| Open interest change, 5 sessions | -4.0% |
| Open interest change, 21 sessions | -3.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 410.85 vs 405.93 (+1.2%)
- closed below delta neutral at 390.71 vs 402.41 (-3.0%)
- closed above delta neutral at 386.89 vs 383.56 (+0.9%)
- closed below delta neutral at 361.88 vs 381.63 (-5.5%)
- closed above delta neutral at 394.74 vs 387.89 (+1.7%)
- closed below delta neutral at 375.55 vs 381.74 (-1.6%)
- closed above delta neutral at 391.57 vs 384.14 (+1.9%)
- closed below delta neutral at 381.87 vs 389.33 (-2.0%)
- closed above delta neutral at 365.56 vs 359.52 (+1.7%)
- closed below delta neutral at 343.53 vs 354.18 (-3.1%)
In today's screens
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Neighbours by open interest
Questions people ask about ETN
Where is ETN's gamma max today?
As of Sep 11, 2026, the gamma max for ETN is 479.55, +12.7% from the 425.37 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 ETN above or below its delta neutral price?
ETN closed above delta neutral: 425.37 against a delta neutral price of 407.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ETN have?
100,278 contracts of open interest across 827 listed contracts on Sep 11, 2026, -4.4% 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.