AEM gamma max, delta neutral & open interest levels
As of close · rank #497 by open interest · 1,379 sessions of history since Dec 1, 2020
AEM closed 11.2% below its gamma max of 222.87. It is 17.9% above the delta neutral price of 164.57. Total open interest is 158,885, -2.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 65th |
| Open interest change, 5 sessions | -1.9% |
| Open interest change, 21 sessions | -13.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 212.04 vs 218.28 (-2.9%)
- closed above gamma max at 207.72 vs 199.64 (+3.9%)
- closed above delta neutral at 144.43 vs 144.32 (+0.1%)
- closed below delta neutral at 143.71 vs 145.03 (-0.9%)
- closed above delta neutral at 145.13 vs 145.08 (+0.0%)
- closed below delta neutral at 144.51 vs 145.53 (-0.7%)
- closed above delta neutral at 147.05 vs 145.75 (+0.9%)
- closed below delta neutral at 150.33 vs 154.40 (-2.7%)
- closed above delta neutral at 154.94 vs 152.49 (+1.6%)
- closed below delta neutral at 153.86 vs 156.37 (-1.6%)
In today's screens
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Neighbours by open interest
Questions people ask about AEM
Where is AEM's gamma max today?
As of Sep 11, 2026, the gamma max for AEM is 222.87, +11.2% from the 200.36 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 AEM above or below its delta neutral price?
AEM closed above delta neutral: 200.36 against a delta neutral price of 164.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AEM have?
158,885 contracts of open interest across 878 listed contracts on Sep 11, 2026, -2.3% 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.