EWW gamma max, delta neutral & open interest levels
As of close · rank #2101 by open interest · snapshot page
EWW closed 9.6% below its gamma max of 82.63. It is 2.2% below the delta neutral price of 77.07. Total open interest is 10,719, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EWW
Where is EWW's gamma max today?
As of Sep 11, 2026, the gamma max for EWW is 82.63, +9.6% from the 75.38 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 EWW above or below its delta neutral price?
EWW closed below delta neutral: 75.38 against a delta neutral price of 77.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EWW have?
10,719 contracts of open interest across 204 listed contracts on Sep 11, 2026, +0.2% 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.