AEO gamma max, delta neutral & open interest levels
As of close · rank #516 by open interest · 1,378 sessions of history since Dec 1, 2020
AEO closed 14.9% below its gamma max of 17.25. It is 2.3% above the delta neutral price of 14.68. Total open interest is 151,745, -20.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 11% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 65th |
| Open interest change, 5 sessions | +23.0% |
| Open interest change, 21 sessions | +55.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 15.02 vs 14.68 (+2.3%)
- closed below delta neutral at 14.53 vs 15.43 (-6.2%)
- closed below gamma max at 16.68 vs 17.05 (-2.2%)
- closed above gamma max at 16.86 vs 16.84 (+0.1%)
- closed below gamma max at 16.00 vs 16.13 (-0.8%)
- closed above gamma max at 16.35 vs 16.12 (+1.4%)
- closed below gamma max at 17.36 vs 18.20 (-4.9%)
- closed above gamma max at 18.32 vs 17.64 (+3.7%)
- closed below gamma max at 17.81 vs 18.92 (-6.3%)
- closed above gamma max at 18.08 vs 17.67 (+2.3%)
In today's screens
Neighbours by open interest
Questions people ask about AEO
Where is AEO's gamma max today?
As of Sep 11, 2026, the gamma max for AEO is 17.25, +14.9% from the 15.02 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 AEO above or below its delta neutral price?
AEO closed above delta neutral: 15.02 against a delta neutral price of 14.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AEO have?
151,745 contracts of open interest across 357 listed contracts on Sep 11, 2026, -20.6% 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.