AER gamma max, delta neutral & open interest levels
As of close · rank #1745 by open interest · snapshot page
AER closed 12.6% below its gamma max of 159.32. It is 19.9% above the delta neutral price of 113.41. Total open interest is 17,119, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AER
Where is AER's gamma max today?
As of Sep 11, 2026, the gamma max for AER is 159.32, +12.6% from the 141.50 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 AER above or below its delta neutral price?
AER closed above delta neutral: 141.50 against a delta neutral price of 113.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AER have?
17,119 contracts of open interest across 157 listed contracts on Sep 11, 2026, +0.4% 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.