AROC gamma max, delta neutral & open interest levels
As of close · rank #1991 by open interest · snapshot page
AROC closed 14.2% below its gamma max of 37.43. It is 6.2% above the delta neutral price of 30.74. Total open interest is 12,360, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AROC
Where is AROC's gamma max today?
As of Sep 11, 2026, the gamma max for AROC is 37.43, +14.2% from the 32.77 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 AROC above or below its delta neutral price?
AROC closed above delta neutral: 32.77 against a delta neutral price of 30.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AROC have?
12,360 contracts of open interest across 45 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.