EYPT gamma max, delta neutral & open interest levels
As of close · rank #480 by open interest · 1,375 sessions of history since Dec 1, 2020
EYPT closed 40.9% above its gamma max of 2.50. It is 19.4% above the delta neutral price of 3.41. Total open interest is 171,030, +0.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 38% |
| Gamma max crosses | 27 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +10.1% |
| Open interest change, 21 sessions | +86.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 5.01 vs 3.70 (+26.1%)
- closed above gamma max at 5.32 vs 2.50 (+53.0%)
- closed below delta neutral at 4.87 vs 13.25 (-172.1%)
- closed above delta neutral at 13.53 vs 13.46 (+0.5%)
- closed below delta neutral at 13.05 vs 13.23 (-1.4%)
- closed above delta neutral at 12.83 vs 12.78 (+0.4%)
- closed below delta neutral at 11.96 vs 12.67 (-5.9%)
- closed above delta neutral at 12.41 vs 12.03 (+3.0%)
- closed below delta neutral at 12.47 vs 12.78 (-2.5%)
- closed below gamma max at 13.15 vs 34.31 (-160.9%)
In today's screens
Neighbours by open interest
Questions people ask about EYPT
Where is EYPT's gamma max today?
As of Sep 11, 2026, the gamma max for EYPT is 2.50, -40.9% from the 4.23 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 EYPT above or below its delta neutral price?
EYPT closed above delta neutral: 4.23 against a delta neutral price of 3.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EYPT have?
171,030 contracts of open interest across 110 listed contracts on Sep 11, 2026, +0.3% 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.