EWG gamma max, delta neutral & open interest levels
As of close · rank #1049 by open interest · snapshot page
EWG closed 8.2% below its gamma max of 46.40. It is 0.6% below the delta neutral price of 43.14. Total open interest is 46,739, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EWG
Where is EWG's gamma max today?
As of Sep 11, 2026, the gamma max for EWG is 46.40, +8.2% from the 42.87 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 EWG above or below its delta neutral price?
EWG closed below delta neutral: 42.87 against a delta neutral price of 43.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EWG have?
46,739 contracts of open interest across 193 listed contracts on Sep 11, 2026, -0.1% 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.