ETOR gamma max, delta neutral & open interest levels
As of close · rank #938 by open interest · snapshot page
ETOR closed 19.2% below its gamma max of 36.19. It is 2.0% above the delta neutral price of 29.75. Total open interest is 57,527, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ETOR
Where is ETOR's gamma max today?
As of Sep 11, 2026, the gamma max for ETOR is 36.19, +19.2% from the 30.35 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 ETOR above or below its delta neutral price?
ETOR closed above delta neutral: 30.35 against a delta neutral price of 29.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ETOR have?
57,527 contracts of open interest across 132 listed contracts on Sep 11, 2026, +0.2% 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.