AON gamma max, delta neutral & open interest levels
As of close · rank #2146 by open interest · snapshot page
AON closed 22.2% below its gamma max of 369.93. It is 6.9% below the delta neutral price of 323.47. Total open interest is 10,025, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AON
Where is AON's gamma max today?
As of Sep 11, 2026, the gamma max for AON is 369.93, +22.2% from the 302.69 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 AON above or below its delta neutral price?
AON closed below delta neutral: 302.69 against a delta neutral price of 323.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AON have?
10,025 contracts of open interest across 168 listed contracts on Sep 11, 2026, +0.5% 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.