EXC gamma max, delta neutral & open interest levels
As of close · rank #971 by open interest · snapshot page
EXC closed 10.4% below its gamma max of 47.67. It is 1.6% below the delta neutral price of 43.87. Total open interest is 54,893, -0.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about EXC
Where is EXC's gamma max today?
As of Sep 11, 2026, the gamma max for EXC is 47.67, +10.4% from the 43.16 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 EXC above or below its delta neutral price?
EXC closed below delta neutral: 43.16 against a delta neutral price of 43.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EXC have?
54,893 contracts of open interest across 186 listed contracts on Sep 11, 2026, -0.1% 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.