Data through close

EW gamma max, delta neutral & open interest levels

As of close · rank #1017 by open interest · snapshot page

Interactive chart Download CSV
Close
84.37
prev 86.77
Gamma max
94.64
+12.2% from close
Delta neutral
84.78
+0.5% from close
Gamma neutral
83.36
-1.2% from close
Open interest
49,522
+5.9% vs prev
Contracts listed
339
181 calls · 161 puts

EW closed 12.2% below its gamma max of 94.64. It is 0.5% below the delta neutral price of 84.78. Total open interest is 49,522, +5.9% versus the previous session. What gamma max means · What delta neutral means

In today's screens

Neighbours by open interest

← HNGE (#1016) APTV (#1018) →

Questions people ask about EW

Where is EW's gamma max today?

As of Sep 11, 2026, the gamma max for EW is 94.64, +12.2% from the 84.37 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 EW above or below its delta neutral price?

EW closed below delta neutral: 84.37 against a delta neutral price of 84.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EW have?

49,522 contracts of open interest across 339 listed contracts on Sep 11, 2026, +5.9% 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.