AI gamma max, delta neutral & open interest levels
As of close · rank #389 by open interest · 1,368 sessions of history since Dec 16, 2020
AI closed 11.4% below its gamma max of 11.74. It is 2.8% above the delta neutral price of 10.24. Total open interest is 225,641, -30.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 36 |
| Delta neutral crosses | 48 |
| Open interest percentile (1y) | 4th |
| Open interest change, 5 sessions | -38.4% |
| Open interest change, 21 sessions | -13.8% |
| History available | Dec 16, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 10.90 vs 10.92 (-0.2%)
- closed above gamma max at 10.52 vs 10.45 (+0.7%)
- closed below gamma max at 10.34 vs 10.49 (-1.5%)
- closed above gamma max at 10.82 vs 10.47 (+3.2%)
- closed below gamma max at 10.31 vs 10.76 (-4.4%)
- closed above gamma max at 10.38 vs 10.15 (+2.2%)
- closed below gamma max at 10.22 vs 10.36 (-1.4%)
- closed above gamma max at 9.86 vs 9.67 (+1.9%)
- closed below gamma max at 9.91 vs 10.05 (-1.5%)
- closed above gamma max at 10.05 vs 9.92 (+1.3%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about AI
Where is AI's gamma max today?
As of Sep 11, 2026, the gamma max for AI is 11.74, +11.4% from the 10.54 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 AI above or below its delta neutral price?
AI closed above delta neutral: 10.54 against a delta neutral price of 10.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AI have?
225,641 contracts of open interest across 333 listed contracts on Sep 11, 2026, -30.7% 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.