EWJ gamma max, delta neutral & open interest levels
As of close · rank #563 by open interest · 1,379 sessions of history since Dec 1, 2020
EWJ closed 2.5% below its gamma max of 101.01. It is 0.7% above the delta neutral price of 97.89. Total open interest is 132,357, +3.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 28 |
| Open interest percentile (1y) | 75th |
| Open interest change, 5 sessions | +6.2% |
| Open interest change, 21 sessions | +22.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 98.56 vs 97.89 (+0.7%)
- closed below delta neutral at 97.00 vs 97.36 (-0.4%)
- closed above delta neutral at 97.90 vs 97.06 (+0.9%)
- closed below delta neutral at 95.37 vs 95.48 (-0.1%)
- closed above delta neutral at 94.61 vs 94.50 (+0.1%)
- closed below delta neutral at 91.92 vs 91.94 (-0.0%)
- closed above delta neutral at 92.71 vs 92.59 (+0.1%)
- closed below delta neutral at 90.97 vs 91.77 (-0.9%)
- closed above delta neutral at 91.95 vs 91.86 (+0.1%)
- closed below delta neutral at 94.13 vs 94.56 (-0.5%)
In today's screens
Neighbours by open interest
Questions people ask about EWJ
Where is EWJ's gamma max today?
As of Sep 11, 2026, the gamma max for EWJ is 101.01, +2.5% from the 98.56 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 EWJ above or below its delta neutral price?
EWJ closed above delta neutral: 98.56 against a delta neutral price of 97.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EWJ have?
132,357 contracts of open interest across 482 listed contracts on Sep 11, 2026, +3.2% 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.