AEHR gamma max, delta neutral & open interest levels
As of close · rank #573 by open interest · 1,218 sessions of history since Jul 23, 2021
AEHR closed 18.0% below its gamma max of 111.75. It is 58.3% above the delta neutral price of 39.51. Total open interest is 128,139, -4.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 75% |
| Gamma max crosses | 39 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +3.2% |
| Open interest change, 21 sessions | +7.3% |
| History available | Jul 23, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 95.56 vs 98.57 (-3.2%)
- closed above gamma max at 76.32 vs 17.22 (+77.4%)
- closed below gamma max at 88.51 vs 100.80 (-13.9%)
- closed above gamma max at 81.05 vs 17.34 (+78.6%)
- closed below gamma max at 84.20 vs 97.45 (-15.7%)
- closed above gamma max at 108.47 vs 11.48 (+89.4%)
- closed below gamma max at 103.16 vs 107.83 (-4.5%)
- closed above gamma max at 34.52 vs 7.31 (+78.8%)
- closed below gamma max at 37.76 vs 41.20 (-9.1%)
- closed above gamma max at 33.60 vs 9.61 (+71.4%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about AEHR
Where is AEHR's gamma max today?
As of Sep 11, 2026, the gamma max for AEHR is 111.75, +18.0% from the 94.69 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 AEHR above or below its delta neutral price?
AEHR closed above delta neutral: 94.69 against a delta neutral price of 39.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AEHR have?
128,139 contracts of open interest across 941 listed contracts on Sep 11, 2026, -4.1% 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.