Data through close

EWC gamma max, delta neutral & open interest levels

As of close · rank #275 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
60.58
prev 60.29
Gamma max
85.00
+40.3% from close
Delta neutral
64.57
+6.6% from close
Gamma neutral
60.58
0.0% from close
Open interest
378,286
-0.0% vs prev
Contracts listed
178
104 calls · 112 puts

EWC closed 40.3% below its gamma max of 85.00. It is 6.6% below the delta neutral price of 64.57. Total open interest is 378,286, -0.0% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max0%
Gamma max crosses0
Delta neutral crosses0
Open interest percentile (1y)52th
Open interest change, 5 sessions+0.2%
Open interest change, 21 sessions+1.2%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 45.32 vs 55.00 (-21.4%)
  2. closed above gamma max at 45.25 vs 45.04 (+0.5%)
  3. closed below gamma max at 40.58 vs 55.00 (-35.5%)
  4. closed above gamma max at 41.36 vs 20.00 (+51.6%)
  5. closed below gamma max at 40.90 vs 50.00 (-22.2%)
  6. closed above gamma max at 41.27 vs 20.00 (+51.5%)
  7. closed below gamma max at 41.82 vs 50.00 (-19.6%)
  8. closed above gamma max at 42.04 vs 20.00 (+52.4%)
  9. closed below gamma max at 41.88 vs 50.00 (-19.4%)
  10. closed above gamma max at 41.36 vs 20.00 (+51.6%)

In today's screens

Neighbours by open interest

Questions people ask about EWC

Where is EWC's gamma max today?

As of Sep 11, 2026, the gamma max for EWC is 85.00, +40.3% from the 60.58 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 EWC above or below its delta neutral price?

EWC closed below delta neutral: 60.58 against a delta neutral price of 64.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EWC have?

378,286 contracts of open interest across 178 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.