AAL gamma max, delta neutral & open interest levels
As of close · rank #53 by open interest · 1,379 sessions of history since Dec 1, 2020
AAL closed 29.7% below its gamma max of 16.87. It is 4.6% below the delta neutral price of 13.61. Total open interest is 2,011,896, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 27 |
| Open interest percentile (1y) | 23th |
| Open interest change, 5 sessions | +2.0% |
| Open interest change, 21 sessions | -2.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 13.84 vs 13.85 (-0.1%)
- closed above delta neutral at 13.95 vs 13.95 (+0.0%)
- closed below delta neutral at 14.05 vs 14.10 (-0.4%)
- closed above delta neutral at 14.48 vs 14.17 (+2.1%)
- closed below delta neutral at 13.56 vs 14.24 (-5.0%)
- closed above delta neutral at 12.95 vs 12.72 (+1.8%)
- closed below delta neutral at 12.69 vs 12.70 (-0.1%)
- closed above delta neutral at 12.70 vs 12.51 (+1.5%)
- closed below delta neutral at 12.70 vs 12.71 (-0.0%)
- closed above delta neutral at 12.94 vs 12.45 (+3.8%)
In today's screens
Neighbours by open interest
Questions people ask about AAL
Where is AAL's gamma max today?
As of Sep 11, 2026, the gamma max for AAL is 16.87, +29.7% from the 13.01 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 AAL above or below its delta neutral price?
AAL closed below delta neutral: 13.01 against a delta neutral price of 13.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AAL have?
2,011,896 contracts of open interest across 570 listed contracts on Sep 11, 2026, +0.1% 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.