ANF gamma max, delta neutral & open interest levels
As of close · rank #873 by open interest · snapshot page
ANF closed 13.8% below its gamma max of 165.33. It is 11.2% above the delta neutral price of 129.02. Total open interest is 66,563, -6.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ANF
Where is ANF's gamma max today?
As of Sep 11, 2026, the gamma max for ANF is 165.33, +13.8% from the 145.23 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 ANF above or below its delta neutral price?
ANF closed above delta neutral: 145.23 against a delta neutral price of 129.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ANF have?
66,563 contracts of open interest across 728 listed contracts on Sep 11, 2026, -6.1% 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.