AR gamma max, delta neutral & open interest levels
As of close · rank #663 by open interest · 1,378 sessions of history since Dec 1, 2020
AR closed 5.2% below its gamma max of 40.41. It is 8.4% above the delta neutral price of 35.21. Total open interest is 100,222, +1.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 41 |
| Open interest percentile (1y) | 6th |
| Open interest change, 5 sessions | +1.5% |
| Open interest change, 21 sessions | -56.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 37.07 vs 35.30 (+4.8%)
- closed below delta neutral at 34.71 vs 35.37 (-1.9%)
- closed above delta neutral at 34.90 vs 34.73 (+0.5%)
- closed below delta neutral at 35.69 vs 35.80 (-0.3%)
- closed above delta neutral at 36.48 vs 35.60 (+2.4%)
- closed below delta neutral at 36.14 vs 36.51 (-1.0%)
- closed above delta neutral at 35.14 vs 35.09 (+0.2%)
- closed below delta neutral at 33.85 vs 34.99 (-3.4%)
- closed above delta neutral at 35.28 vs 35.00 (+0.8%)
- closed below delta neutral at 35.07 vs 35.22 (-0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about AR
Where is AR's gamma max today?
As of Sep 11, 2026, the gamma max for AR is 40.41, +5.2% from the 38.43 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 AR above or below its delta neutral price?
AR closed above delta neutral: 38.43 against a delta neutral price of 35.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AR have?
100,222 contracts of open interest across 327 listed contracts on Sep 11, 2026, +1.4% 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.