ALGN gamma max, delta neutral & open interest levels
As of close · rank #1235 by open interest · snapshot page
ALGN closed 6.7% below its gamma max of 160.94. It is 0.5% below the delta neutral price of 151.55. Total open interest is 35,424, -5.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ALGN
Where is ALGN's gamma max today?
As of Sep 11, 2026, the gamma max for ALGN is 160.94, +6.7% from the 150.82 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 ALGN above or below its delta neutral price?
ALGN closed below delta neutral: 150.82 against a delta neutral price of 151.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ALGN have?
35,424 contracts of open interest across 478 listed contracts on Sep 11, 2026, -5.0% 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.