AGNC gamma max, delta neutral & open interest levels
As of close · rank #201 by open interest · 1,379 sessions of history since Dec 1, 2020
AGNC closed 11.3% below its gamma max of 11.29. It is 6.1% below the delta neutral price of 10.76. Total open interest is 553,344, +0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 31 |
| Open interest percentile (1y) | 41th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | +7.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 10.92 vs 11.00 (-0.7%)
- closed below gamma max at 10.92 vs 11.04 (-1.1%)
- closed above delta neutral at 11.08 vs 11.06 (+0.1%)
- closed above gamma max at 11.08 vs 11.01 (+0.6%)
- closed below delta neutral at 10.90 vs 10.96 (-0.5%)
- closed above delta neutral at 11.07 vs 11.06 (+0.1%)
- closed below delta neutral at 10.92 vs 11.02 (-0.9%)
- closed above delta neutral at 11.00 vs 10.96 (+0.3%)
- closed below delta neutral at 10.90 vs 10.92 (-0.2%)
- closed below gamma max at 10.90 vs 11.13 (-2.1%)
In today's screens
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Neighbours by open interest
Questions people ask about AGNC
Where is AGNC's gamma max today?
As of Sep 11, 2026, the gamma max for AGNC is 11.29, +11.3% from the 10.15 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 AGNC above or below its delta neutral price?
AGNC closed below delta neutral: 10.15 against a delta neutral price of 10.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AGNC have?
553,344 contracts of open interest across 210 listed contracts on Sep 11, 2026, +0.9% 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.