JEF gamma max, delta neutral & open interest levels
As of close · rank #1032 by open interest · snapshot page
JEF closed 38.4% below its gamma max of 71.93. It is 6.6% below the delta neutral price of 55.41. Total open interest is 47,848, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about JEF
Where is JEF's gamma max today?
As of Sep 11, 2026, the gamma max for JEF is 71.93, +38.4% from the 51.96 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 JEF above or below its delta neutral price?
JEF closed below delta neutral: 51.96 against a delta neutral price of 55.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JEF have?
47,848 contracts of open interest across 200 listed contracts on Sep 11, 2026, +0.6% 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.