AAOI gamma max, delta neutral & open interest levels
As of close · rank #315 by open interest · 1,379 sessions of history since Dec 1, 2020
AAOI closed 36.5% below its gamma max of 143.79. It is 10.2% above the delta neutral price of 94.66. Total open interest is 306,422, -9.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | -4.3% |
| Open interest change, 21 sessions | -0.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 128.56 vs 133.78 (-4.1%)
- closed above gamma max at 131.63 vs 127.41 (+3.2%)
- closed above delta neutral at 90.11 vs 81.55 (+9.5%)
- closed below delta neutral at 76.52 vs 80.27 (-4.9%)
- closed below gamma max at 203.57 vs 222.67 (-9.4%)
- closed above gamma max at 223.10 vs 209.54 (+6.1%)
- closed below gamma max at 172.98 vs 187.72 (-8.5%)
- closed above gamma max at 183.52 vs 177.93 (+3.0%)
- closed below gamma max at 153.19 vs 162.99 (-6.4%)
- closed above gamma max at 150.60 vs 131.96 (+12.4%)
In today's screens
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Neighbours by open interest
Questions people ask about AAOI
Where is AAOI's gamma max today?
As of Sep 11, 2026, the gamma max for AAOI is 143.79, +36.5% from the 105.36 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 AAOI above or below its delta neutral price?
AAOI closed above delta neutral: 105.36 against a delta neutral price of 94.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AAOI have?
306,422 contracts of open interest across 1,345 listed contracts on Sep 11, 2026, -9.9% 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.