ARAY gamma max, delta neutral & open interest levels
As of close · rank #1706 by open interest · snapshot page
ARAY closed 99.8% below its gamma max of 0.50. It is 88.5% above the delta neutral price of 0.03. Total open interest is 18,229, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ARAY
Where is ARAY's gamma max today?
As of Sep 11, 2026, the gamma max for ARAY is 0.50, +99.8% from the 0.25 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 ARAY above or below its delta neutral price?
ARAY closed above delta neutral: 0.25 against a delta neutral price of 0.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ARAY have?
18,229 contracts of open interest across 32 listed contracts on Sep 11, 2026, -0.0% 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.