ADUR gamma max, delta neutral & open interest levels
As of close · rank #1845 by open interest · snapshot page
ADUR closed 32.3% below its gamma max of 17.06. It is 13.9% above the delta neutral price of 11.11. Total open interest is 15,089, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ADUR
Where is ADUR's gamma max today?
As of Sep 11, 2026, the gamma max for ADUR is 17.06, +32.3% from the 12.90 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 ADUR above or below its delta neutral price?
ADUR closed above delta neutral: 12.90 against a delta neutral price of 11.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ADUR have?
15,089 contracts of open interest across 130 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.