AEP gamma max, delta neutral & open interest levels
As of close · rank #927 by open interest · snapshot page
AEP closed 6.4% below its gamma max of 131.24. It is 0.8% above the delta neutral price of 122.30. Total open interest is 58,332, +2.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AEP
Where is AEP's gamma max today?
As of Sep 11, 2026, the gamma max for AEP is 131.24, +6.4% from the 123.33 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 AEP above or below its delta neutral price?
AEP closed above delta neutral: 123.33 against a delta neutral price of 122.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AEP have?
58,332 contracts of open interest across 277 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.