ALLY gamma max, delta neutral & open interest levels
As of close · rank #687 by open interest · snapshot page
ALLY closed 4.7% below its gamma max of 44.05. It is 2.2% above the delta neutral price of 41.14. Total open interest is 95,788, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ALLY
Where is ALLY's gamma max today?
As of Sep 11, 2026, the gamma max for ALLY is 44.05, +4.7% from the 42.07 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 ALLY above or below its delta neutral price?
ALLY closed above delta neutral: 42.07 against a delta neutral price of 41.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ALLY have?
95,788 contracts of open interest across 224 listed contracts on Sep 11, 2026, +1.9% 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.