A gamma max, delta neutral & open interest levels
As of close · rank #1254 by open interest · snapshot page
A closed 5.6% below its gamma max of 155.14. It is 3.6% above the delta neutral price of 141.63. Total open interest is 34,353, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about A
Where is A's gamma max today?
As of Sep 11, 2026, the gamma max for A is 155.14, +5.6% from the 146.93 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 A above or below its delta neutral price?
A closed above delta neutral: 146.93 against a delta neutral price of 141.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does A have?
34,353 contracts of open interest across 304 listed contracts on Sep 11, 2026, -0.2% 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.