AJG gamma max, delta neutral & open interest levels
As of close · rank #1853 by open interest · snapshot page
AJG closed 14.8% below its gamma max of 275.89. It is 1.0% above the delta neutral price of 237.99. Total open interest is 14,944, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AJG
Where is AJG's gamma max today?
As of Sep 11, 2026, the gamma max for AJG is 275.89, +14.8% from the 240.32 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 AJG above or below its delta neutral price?
AJG closed above delta neutral: 240.32 against a delta neutral price of 237.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AJG have?
14,944 contracts of open interest across 204 listed contracts on Sep 11, 2026, +0.4% 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.