Data through close

ALK gamma max, delta neutral & open interest levels

As of close · rank #659 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
41.16
prev 40.11
Gamma max
47.90
+16.4% from close
Delta neutral
40.50
-1.6% from close
Gamma neutral
40.00
-2.8% from close
Open interest
100,781
-0.1% vs prev
Contracts listed
328
199 calls · 143 puts

ALK closed 16.4% below its gamma max of 47.90. It is 1.6% above the delta neutral price of 40.50. Total open interest is 100,781, -0.1% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max6%
Gamma max crosses13
Delta neutral crosses14
Open interest percentile (1y)63th
Open interest change, 5 sessions+1.1%
Open interest change, 21 sessions+9.7%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 41.16 vs 40.50 (+1.6%)
  2. closed below delta neutral at 40.36 vs 40.51 (-0.4%)
  3. closed above delta neutral at 41.56 vs 40.59 (+2.3%)
  4. closed below delta neutral at 41.23 vs 41.51 (-0.7%)
  5. closed below gamma max at 51.09 vs 51.33 (-0.5%)
  6. closed above gamma max at 51.65 vs 49.70 (+3.8%)
  7. closed below gamma max at 49.18 vs 49.74 (-1.1%)
  8. closed above gamma max at 49.43 vs 48.82 (+1.2%)
  9. closed below gamma max at 48.24 vs 48.87 (-1.3%)
  10. closed above gamma max at 49.11 vs 48.56 (+1.1%)

In today's screens

Neighbours by open interest

Questions people ask about ALK

Where is ALK's gamma max today?

As of Sep 11, 2026, the gamma max for ALK is 47.90, +16.4% from the 41.16 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 ALK above or below its delta neutral price?

ALK closed above delta neutral: 41.16 against a delta neutral price of 40.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ALK have?

100,781 contracts of open interest across 328 listed contracts on Sep 11, 2026, -0.1% 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.