AGX gamma max, delta neutral & open interest levels
As of close · rank #1636 by open interest · snapshot page
AGX closed 14.5% below its gamma max of 473.61. It is 4.4% below the delta neutral price of 432.15. Total open interest is 19,855, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AGX
Where is AGX's gamma max today?
As of Sep 11, 2026, the gamma max for AGX is 473.61, +14.5% from the 413.74 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 AGX above or below its delta neutral price?
AGX closed below delta neutral: 413.74 against a delta neutral price of 432.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AGX have?
19,855 contracts of open interest across 608 listed contracts on Sep 11, 2026, +0.0% 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.