ALNY gamma max, delta neutral & open interest levels
As of close · rank #1008 by open interest · snapshot page
ALNY closed 4.2% below its gamma max of 259.14. It is 2.4% above the delta neutral price of 242.78. Total open interest is 50,519, -1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ALNY
Where is ALNY's gamma max today?
As of Sep 11, 2026, the gamma max for ALNY is 259.14, +4.2% from the 248.67 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 ALNY above or below its delta neutral price?
ALNY closed above delta neutral: 248.67 against a delta neutral price of 242.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ALNY have?
50,519 contracts of open interest across 378 listed contracts on Sep 11, 2026, -1.3% 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.