FXE gamma max, delta neutral & open interest levels
As of close · rank #1408 by open interest · snapshot page
FXE closed 10.9% below its gamma max of 118.65. It is 2.2% below the delta neutral price of 109.40. Total open interest is 27,207, -0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FXE
Where is FXE's gamma max today?
As of Sep 11, 2026, the gamma max for FXE is 118.65, +10.9% from the 107.01 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 FXE above or below its delta neutral price?
FXE closed below delta neutral: 107.01 against a delta neutral price of 109.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FXE have?
27,207 contracts of open interest across 108 listed contracts on Sep 11, 2026, -0.8% 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.