AES gamma max, delta neutral & open interest levels
As of close · rank #441 by open interest · 1,379 sessions of history since Dec 1, 2020
AES closed 1.4% below its gamma max of 15.00. It is 1.5% below the delta neutral price of 15.01. Total open interest is 196,220, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 11 |
| Open interest percentile (1y) | 30th |
| Open interest change, 5 sessions | +0.6% |
| Open interest change, 21 sessions | -12.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 14.80 vs 14.81 (-0.1%)
- closed above delta neutral at 14.78 vs 14.76 (+0.1%)
- closed below delta neutral at 14.74 vs 14.89 (-1.0%)
- closed above delta neutral at 14.44 vs 11.09 (+23.2%)
- closed below delta neutral at 14.29 vs 14.83 (-3.8%)
- closed below gamma max at 14.29 vs 15.09 (-5.6%)
- closed above gamma max at 17.28 vs 17.04 (+1.4%)
- closed below gamma max at 16.25 vs 16.66 (-2.5%)
- closed above gamma max at 16.37 vs 16.32 (+0.3%)
- closed below gamma max at 16.26 vs 16.41 (-0.9%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about AES
Where is AES's gamma max today?
As of Sep 11, 2026, the gamma max for AES is 15.00, +1.4% from the 14.79 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 AES above or below its delta neutral price?
AES closed below delta neutral: 14.79 against a delta neutral price of 15.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AES have?
196,220 contracts of open interest across 98 listed contracts on Sep 11, 2026, +0.1% 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.