EXE gamma max, delta neutral & open interest levels
As of close · rank #381 by open interest · 487 sessions of history since Oct 3, 2024
EXE closed 15.1% below its gamma max of 109.13. It is 1.4% above the delta neutral price of 93.53. Total open interest is 231,878, +6.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 27 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +8.2% |
| Open interest change, 21 sessions | +1.8% |
| History available | Oct 3, 2024 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 91.96 vs 91.09 (+0.9%)
- closed below delta neutral at 90.82 vs 90.90 (-0.1%)
- closed above delta neutral at 92.46 vs 91.34 (+1.2%)
- closed below delta neutral at 88.52 vs 90.01 (-1.7%)
- closed above delta neutral at 93.17 vs 89.99 (+3.4%)
- closed below delta neutral at 88.90 vs 90.44 (-1.7%)
- closed above delta neutral at 90.72 vs 90.60 (+0.1%)
- closed below delta neutral at 97.66 vs 98.29 (-0.6%)
- closed above delta neutral at 100.89 vs 99.41 (+1.5%)
- closed below delta neutral at 99.77 vs 99.81 (-0.0%)
In today's screens
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Neighbours by open interest
Questions people ask about EXE
Where is EXE's gamma max today?
As of Sep 11, 2026, the gamma max for EXE is 109.13, +15.1% from the 94.83 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 EXE above or below its delta neutral price?
EXE closed above delta neutral: 94.83 against a delta neutral price of 93.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EXE have?
231,878 contracts of open interest across 310 listed contracts on Sep 11, 2026, +6.7% 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.