EWT gamma max, delta neutral & open interest levels
As of close · rank #591 by open interest · 1,379 sessions of history since Dec 1, 2020
EWT closed 3.6% below its gamma max of 114.90. It is 11.3% above the delta neutral price of 98.37. Total open interest is 122,400, +1.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 29 |
| Delta neutral crosses | 30 |
| Open interest percentile (1y) | 90th |
| Open interest change, 5 sessions | +21.3% |
| Open interest change, 21 sessions | +10.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 111.54 vs 114.36 (-2.5%)
- closed above gamma max at 109.74 vs 106.90 (+2.6%)
- closed below gamma max at 104.39 vs 108.48 (-3.9%)
- closed above gamma max at 107.07 vs 106.29 (+0.7%)
- closed below gamma max at 105.31 vs 111.38 (-5.8%)
- closed above gamma max at 111.53 vs 111.49 (+0.0%)
- closed below gamma max at 105.75 vs 108.06 (-2.2%)
- closed above gamma max at 106.42 vs 105.89 (+0.5%)
- closed below gamma max at 102.34 vs 104.53 (-2.1%)
- closed above gamma max at 102.14 vs 100.41 (+1.7%)
In today's screens
Neighbours by open interest
Questions people ask about EWT
Where is EWT's gamma max today?
As of Sep 11, 2026, the gamma max for EWT is 114.90, +3.6% from the 110.91 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 EWT above or below its delta neutral price?
EWT closed above delta neutral: 110.91 against a delta neutral price of 98.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EWT have?
122,400 contracts of open interest across 419 listed contracts on Sep 11, 2026, +1.0% 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.