JEPQ gamma max, delta neutral & open interest levels
As of close · rank #772 by open interest · snapshot page
JEPQ closed 1.6% below its gamma max of 60.73. It is 0.5% above the delta neutral price of 59.49. Total open interest is 78,959, +1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about JEPQ
Where is JEPQ's gamma max today?
As of Sep 11, 2026, the gamma max for JEPQ is 60.73, +1.6% from the 59.78 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 JEPQ above or below its delta neutral price?
JEPQ closed above delta neutral: 59.78 against a delta neutral price of 59.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JEPQ have?
78,959 contracts of open interest across 189 listed contracts on Sep 11, 2026, +1.3% 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.