Data through close

AADX gamma max, delta neutral & open interest levels

As of close · rank #1943 by open interest · snapshot page

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Close
12.20
prev 11.54
Gamma max
17.48
+43.3% from close
Delta neutral
13.74
+12.7% from close
Gamma neutral
12.20
0.0% from close
Open interest
13,262
+5.3% vs prev
Contracts listed
54
33 calls · 24 puts

AADX closed 43.3% below its gamma max of 17.48. It is 12.7% below the delta neutral price of 13.74. Total open interest is 13,262, +5.3% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about AADX

Where is AADX's gamma max today?

As of Sep 11, 2026, the gamma max for AADX is 17.48, +43.3% from the 12.20 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 AADX above or below its delta neutral price?

AADX closed below delta neutral: 12.20 against a delta neutral price of 13.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AADX have?

13,262 contracts of open interest across 54 listed contracts on Sep 11, 2026, +5.3% 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.