ALM gamma max, delta neutral & open interest levels
As of close · rank #981 by open interest · snapshot page
ALM closed 20.3% below its gamma max of 18.64. It is 5.3% above the delta neutral price of 14.66. Total open interest is 53,736, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ALM
Where is ALM's gamma max today?
As of Sep 11, 2026, the gamma max for ALM is 18.64, +20.3% from the 15.49 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 ALM above or below its delta neutral price?
ALM closed above delta neutral: 15.49 against a delta neutral price of 14.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ALM have?
53,736 contracts of open interest across 159 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.