AESI gamma max, delta neutral & open interest levels
As of close · rank #1361 by open interest · snapshot page
AESI closed 4.4% below its gamma max of 14.78. It is 26.2% above the delta neutral price of 10.45. Total open interest is 29,213, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AESI
Where is AESI's gamma max today?
As of Sep 11, 2026, the gamma max for AESI is 14.78, +4.4% from the 14.16 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 AESI above or below its delta neutral price?
AESI closed above delta neutral: 14.16 against a delta neutral price of 10.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AESI have?
29,213 contracts of open interest across 73 listed contracts on Sep 11, 2026, -0.0% 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.