AFRM gamma max, delta neutral & open interest levels
As of close · rank #356 by open interest · 1,345 sessions of history since Jan 21, 2021
AFRM closed 19.4% below its gamma max of 85.30. It is 2.2% above the delta neutral price of 69.86. Total open interest is 247,491, -5.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 22th |
| Open interest change, 5 sessions | -0.9% |
| Open interest change, 21 sessions | +2.8% |
| History available | Jan 21, 2021 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 71.44 vs 69.86 (+2.2%)
- closed below delta neutral at 68.15 vs 70.20 (-3.0%)
- closed above delta neutral at 74.09 vs 71.02 (+4.1%)
- closed below delta neutral at 69.94 vs 70.47 (-0.8%)
- closed below gamma max at 83.56 vs 85.98 (-2.9%)
- closed above gamma max at 85.90 vs 85.58 (+0.4%)
- closed below gamma max at 81.55 vs 83.08 (-1.9%)
- closed above gamma max at 81.79 vs 81.71 (+0.1%)
- closed below gamma max at 73.65 vs 77.42 (-5.1%)
- closed above gamma max at 73.00 vs 72.96 (+0.1%)
In today's screens
Neighbours by open interest
Questions people ask about AFRM
Where is AFRM's gamma max today?
As of Sep 11, 2026, the gamma max for AFRM is 85.30, +19.4% from the 71.44 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 AFRM above or below its delta neutral price?
AFRM closed above delta neutral: 71.44 against a delta neutral price of 69.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AFRM have?
247,491 contracts of open interest across 722 listed contracts on Sep 11, 2026, -5.0% 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.