Data through close

APH gamma max, delta neutral & open interest levels

As of close · rank #262 by open interest · 1,378 sessions of history since Dec 1, 2020

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Close
83.92
prev 80.25
Gamma max
87.77
+4.6% from close
Delta neutral
81.84
-2.5% from close
Gamma neutral
78.43
-6.5% from close
Open interest
399,656
+46.0% vs prev
Contracts listed
821
466 calls · 389 puts

APH closed 4.6% below its gamma max of 87.77. It is 2.5% above the delta neutral price of 81.84. Total open interest is 399,656, +46.0% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max3%
Gamma max crosses12
Delta neutral crosses10
Open interest percentile (1y)100th
Open interest change, 5 sessions+199.0%
Open interest change, 21 sessions+181.8%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 82.78 vs 74.15 (+10.4%)
  2. closed below gamma max at 82.78 vs 88.35 (-6.7%)
  3. closed below delta neutral at 82.07 vs 122.49 (-49.3%)
  4. closed above gamma max at 82.07 vs 31.00 (+62.2%)
  5. closed below gamma max at 172.18 vs 177.08 (-2.8%)
  6. closed above gamma max at 176.32 vs 176.32 (+0.0%)
  7. closed above delta neutral at 132.06 vs 126.28 (+4.4%)
  8. closed below delta neutral at 136.62 vs 138.12 (-1.1%)
  9. closed above delta neutral at 138.49 vs 137.77 (+0.5%)
  10. closed below delta neutral at 136.69 vs 137.07 (-0.3%)

In today's screens

Neighbours by open interest

Questions people ask about APH

Where is APH's gamma max today?

As of Sep 11, 2026, the gamma max for APH is 87.77, +4.6% from the 83.92 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 APH above or below its delta neutral price?

APH closed above delta neutral: 83.92 against a delta neutral price of 81.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does APH have?

399,656 contracts of open interest across 821 listed contracts on Sep 11, 2026, +46.0% 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.