AGRO gamma max, delta neutral & open interest levels
As of close · rank #1231 by open interest · snapshot page
AGRO closed 5.5% below its gamma max of 12.42. It is 22.0% above the delta neutral price of 9.18. Total open interest is 35,895, -1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AGRO
Where is AGRO's gamma max today?
As of Sep 11, 2026, the gamma max for AGRO is 12.42, +5.5% from the 11.77 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 AGRO above or below its delta neutral price?
AGRO closed above delta neutral: 11.77 against a delta neutral price of 9.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AGRO have?
35,895 contracts of open interest across 47 listed contracts on Sep 11, 2026, -1.3% 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.