EWY gamma max, delta neutral & open interest levels
As of close · rank #90 by open interest · 1,377 sessions of history since Dec 1, 2020
EWY closed 6.3% below its gamma max of 200.69. It is 9.4% above the delta neutral price of 171.04. Total open interest is 1,143,890, -3.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 16% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 30 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | -1.9% |
| Open interest change, 21 sessions | -15.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 157.10 vs 156.87 (+0.1%)
- closed below delta neutral at 162.96 vs 169.12 (-3.8%)
- closed above delta neutral at 173.86 vs 171.07 (+1.6%)
- closed below delta neutral at 170.43 vs 170.92 (-0.3%)
- closed above delta neutral at 172.90 vs 170.88 (+1.2%)
- closed below delta neutral at 168.02 vs 177.29 (-5.5%)
- closed above delta neutral at 184.66 vs 182.22 (+1.3%)
- closed below delta neutral at 181.29 vs 182.22 (-0.5%)
- closed above delta neutral at 189.85 vs 181.93 (+4.2%)
- closed below delta neutral at 180.14 vs 183.73 (-2.0%)
In today's screens
Neighbours by open interest
Questions people ask about EWY
Where is EWY's gamma max today?
As of Sep 11, 2026, the gamma max for EWY is 200.69, +6.3% from the 188.72 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 EWY above or below its delta neutral price?
EWY closed above delta neutral: 188.72 against a delta neutral price of 171.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EWY have?
1,143,890 contracts of open interest across 1,330 listed contracts on Sep 11, 2026, -3.8% 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.