EYE gamma max, delta neutral & open interest levels
As of close · rank #1412 by open interest · snapshot page
EYE closed 20.0% below its gamma max of 20.74. It is 43.8% above the delta neutral price of 9.72. Total open interest is 27,153, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about EYE
Where is EYE's gamma max today?
As of Sep 11, 2026, the gamma max for EYE is 20.74, +20.0% from the 17.29 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 EYE above or below its delta neutral price?
EYE closed above delta neutral: 17.29 against a delta neutral price of 9.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EYE have?
27,153 contracts of open interest across 43 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.