AEIS gamma max, delta neutral & open interest levels
As of close · rank #1993 by open interest · snapshot page
AEIS closed 22.1% below its gamma max of 350.59. It is 6.4% below the delta neutral price of 305.76. Total open interest is 12,342, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AEIS
Where is AEIS's gamma max today?
As of Sep 11, 2026, the gamma max for AEIS is 350.59, +22.1% from the 287.25 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 AEIS above or below its delta neutral price?
AEIS closed below delta neutral: 287.25 against a delta neutral price of 305.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AEIS have?
12,342 contracts of open interest across 357 listed contracts on Sep 11, 2026, +0.3% 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.