ALOY gamma max, delta neutral & open interest levels
As of close · rank #1326 by open interest · snapshot page
ALOY closed 77.4% below its gamma max of 14.92. It is 19.8% below the delta neutral price of 10.08. Total open interest is 30,770, -2.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ALOY
Where is ALOY's gamma max today?
As of Sep 11, 2026, the gamma max for ALOY is 14.92, +77.4% from the 8.41 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 ALOY above or below its delta neutral price?
ALOY closed below delta neutral: 8.41 against a delta neutral price of 10.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ALOY have?
30,770 contracts of open interest across 178 listed contracts on Sep 11, 2026, -2.3% 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.