ALC gamma max, delta neutral & open interest levels
As of close · rank #1417 by open interest · snapshot page
ALC closed 20.1% below its gamma max of 79.30. It is 5.5% below the delta neutral price of 69.69. Total open interest is 27,046, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ALC
Where is ALC's gamma max today?
As of Sep 11, 2026, the gamma max for ALC is 79.30, +20.1% from the 66.03 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 ALC above or below its delta neutral price?
ALC closed below delta neutral: 66.03 against a delta neutral price of 69.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ALC have?
27,046 contracts of open interest across 300 listed contracts on Sep 11, 2026, +1.2% 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.