ETR gamma max, delta neutral & open interest levels
As of close · rank #1823 by open interest · snapshot page
ETR closed 6.9% below its gamma max of 112.58. It is 2.5% above the delta neutral price of 102.69. Total open interest is 15,529, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ETR
Where is ETR's gamma max today?
As of Sep 11, 2026, the gamma max for ETR is 112.58, +6.9% from the 105.33 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 ETR above or below its delta neutral price?
ETR closed above delta neutral: 105.33 against a delta neutral price of 102.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ETR have?
15,529 contracts of open interest across 153 listed contracts on Sep 11, 2026, +0.0% 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.