AA gamma max, delta neutral & open interest levels
As of close · rank #358 by open interest · 1,379 sessions of history since Dec 1, 2020
AA closed 14.8% below its gamma max of 55.40. It is 1.6% above the delta neutral price of 47.49. Total open interest is 247,202, -5.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 21th |
| Open interest change, 5 sessions | -8.4% |
| Open interest change, 21 sessions | -6.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 50.55 vs 53.84 (-6.5%)
- closed above gamma max at 51.54 vs 51.39 (+0.3%)
- closed below gamma max at 51.22 vs 54.84 (-7.1%)
- closed above gamma max at 54.08 vs 52.77 (+2.4%)
- closed above delta neutral at 46.84 vs 45.44 (+3.0%)
- closed below delta neutral at 44.85 vs 45.41 (-1.3%)
- closed above delta neutral at 45.26 vs 45.02 (+0.5%)
- closed below delta neutral at 45.27 vs 45.58 (-0.7%)
- closed above delta neutral at 46.17 vs 45.68 (+1.1%)
- closed below delta neutral at 46.86 vs 47.35 (-1.0%)
In today's screens
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Neighbours by open interest
Questions people ask about AA
Where is AA's gamma max today?
As of Sep 11, 2026, the gamma max for AA is 55.40, +14.8% from the 48.26 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 AA above or below its delta neutral price?
AA closed above delta neutral: 48.26 against a delta neutral price of 47.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AA have?
247,202 contracts of open interest across 530 listed contracts on Sep 11, 2026, -5.1% 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.