EXPE gamma max, delta neutral & open interest levels
As of close · rank #875 by open interest · snapshot page
EXPE closed 26.3% below its gamma max of 354.59. It is 5.1% above the delta neutral price of 266.55. Total open interest is 66,335, -6.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EXPE
Where is EXPE's gamma max today?
As of Sep 11, 2026, the gamma max for EXPE is 354.59, +26.3% from the 280.83 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 EXPE above or below its delta neutral price?
EXPE closed above delta neutral: 280.83 against a delta neutral price of 266.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EXPE have?
66,335 contracts of open interest across 838 listed contracts on Sep 11, 2026, -6.8% 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.