EXEL gamma max, delta neutral & open interest levels
As of close · rank #968 by open interest · snapshot page
EXEL closed 11.5% below its gamma max of 62.60. It is 4.1% above the delta neutral price of 53.79. Total open interest is 55,238, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EXEL
Where is EXEL's gamma max today?
As of Sep 11, 2026, the gamma max for EXEL is 62.60, +11.5% from the 56.12 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 EXEL above or below its delta neutral price?
EXEL closed above delta neutral: 56.12 against a delta neutral price of 53.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EXEL have?
55,238 contracts of open interest across 166 listed contracts on Sep 11, 2026, +0.0% 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.