AIG gamma max, delta neutral & open interest levels
As of close · rank #939 by open interest · snapshot page
AIG closed 8.6% below its gamma max of 81.84. It is 1.8% below the delta neutral price of 76.68. Total open interest is 57,365, -2.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AIG
Where is AIG's gamma max today?
As of Sep 11, 2026, the gamma max for AIG is 81.84, +8.6% from the 75.33 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 AIG above or below its delta neutral price?
AIG closed below delta neutral: 75.33 against a delta neutral price of 76.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AIG have?
57,365 contracts of open interest across 401 listed contracts on Sep 11, 2026, -2.6% 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.