EUV gamma max, delta neutral & open interest levels
As of close · rank #1318 by open interest · snapshot page
EUV closed 19.6% below its gamma max of 28.65. It is 8.4% above the delta neutral price of 21.94. Total open interest is 31,100, -0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EUV
Where is EUV's gamma max today?
As of Sep 11, 2026, the gamma max for EUV is 28.65, +19.6% from the 23.95 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 EUV above or below its delta neutral price?
EUV closed above delta neutral: 23.95 against a delta neutral price of 21.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EUV have?
31,100 contracts of open interest across 115 listed contracts on Sep 11, 2026, -0.9% 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.