Data through close

EXPE gamma max, delta neutral & open interest levels

As of close · rank #875 by open interest · snapshot page

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Close
280.83
prev 276.88
Gamma max
354.59
+26.3% from close
Delta neutral
266.55
-5.1% from close
Gamma neutral
313.44
+11.6% from close
Open interest
66,335
-6.8% vs prev
Contracts listed
838
456 calls · 402 puts

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.