EWZ gamma max, delta neutral & open interest levels
As of close · rank #10 by open interest · 1,379 sessions of history since Dec 1, 2020
EWZ closed 6.3% below its gamma max of 40.61. It is 13.7% above the delta neutral price of 32.97. Total open interest is 7,367,668, +3.5% 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 | 16 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +12.2% |
| Open interest change, 21 sessions | +62.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 41.46 vs 42.12 (-1.6%)
- closed above gamma max at 41.75 vs 41.20 (+1.3%)
- closed below gamma max at 41.33 vs 42.09 (-1.8%)
- closed above gamma max at 40.54 vs 40.18 (+0.9%)
- closed below gamma max at 39.59 vs 39.60 (-0.0%)
- closed above gamma max at 39.47 vs 39.35 (+0.3%)
- closed below gamma max at 38.49 vs 39.70 (-3.1%)
- closed above gamma max at 39.15 vs 39.02 (+0.3%)
- closed below gamma max at 38.12 vs 38.60 (-1.3%)
- closed above gamma max at 37.89 vs 36.92 (+2.6%)
In today's screens
Neighbours by open interest
Questions people ask about EWZ
Where is EWZ's gamma max today?
As of Sep 11, 2026, the gamma max for EWZ is 40.61, +6.3% from the 38.19 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 EWZ above or below its delta neutral price?
EWZ closed above delta neutral: 38.19 against a delta neutral price of 32.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EWZ have?
7,367,668 contracts of open interest across 919 listed contracts on Sep 11, 2026, +3.5% 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.