AEVA gamma max, delta neutral & open interest levels
As of close · rank #915 by open interest · snapshot page
AEVA closed 29.3% below its gamma max of 20.07. It is 27.0% above the delta neutral price of 11.34. Total open interest is 60,956, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AEVA
Where is AEVA's gamma max today?
As of Sep 11, 2026, the gamma max for AEVA is 20.07, +29.3% from the 15.52 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 AEVA above or below its delta neutral price?
AEVA closed above delta neutral: 15.52 against a delta neutral price of 11.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AEVA have?
60,956 contracts of open interest across 153 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.