AGI gamma max, delta neutral & open interest levels
As of close · rank #518 by open interest · 1,379 sessions of history since Dec 1, 2020
AGI closed 13.3% below its gamma max of 40.71. It is 14.4% above the delta neutral price of 30.75. Total open interest is 151,556, +2.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 36% |
| Gamma max crosses | 37 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +13.0% |
| Open interest change, 21 sessions | +30.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 40.29 vs 46.20 (-14.7%)
- closed above gamma max at 43.46 vs 42.88 (+1.3%)
- closed below gamma max at 43.61 vs 47.29 (-8.4%)
- closed above gamma max at 44.48 vs 43.69 (+1.8%)
- closed below gamma max at 43.56 vs 46.00 (-5.6%)
- closed above gamma max at 45.16 vs 43.77 (+3.1%)
- closed below gamma max at 44.54 vs 45.88 (-3.0%)
- closed above gamma max at 49.35 vs 44.99 (+8.8%)
- closed below gamma max at 47.09 vs 48.53 (-3.1%)
- closed above gamma max at 46.48 vs 46.41 (+0.1%)
In today's screens
Neighbours by open interest
Questions people ask about AGI
Where is AGI's gamma max today?
As of Sep 11, 2026, the gamma max for AGI is 40.71, +13.3% from the 35.92 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 AGI above or below its delta neutral price?
AGI closed above delta neutral: 35.92 against a delta neutral price of 30.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AGI have?
151,556 contracts of open interest across 386 listed contracts on Sep 11, 2026, +2.9% 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.