AFL gamma max, delta neutral & open interest levels
As of close · rank #910 by open interest · snapshot page
AFL closed 8.8% below its gamma max of 125.41. It is 0.7% above the delta neutral price of 114.48. Total open interest is 61,560, -2.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AFL
Where is AFL's gamma max today?
As of Sep 11, 2026, the gamma max for AFL is 125.41, +8.8% from the 115.28 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 AFL above or below its delta neutral price?
AFL closed above delta neutral: 115.28 against a delta neutral price of 114.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AFL have?
61,560 contracts of open interest across 399 listed contracts on Sep 11, 2026, -2.1% 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.