ARR gamma max, delta neutral & open interest levels
As of close · rank #1456 by open interest · snapshot page
ARR closed 8.6% below its gamma max of 17.16. It is 1.9% below the delta neutral price of 16.10. Total open interest is 25,204, +5.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ARR
Where is ARR's gamma max today?
As of Sep 11, 2026, the gamma max for ARR is 17.16, +8.6% from the 15.80 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 ARR above or below its delta neutral price?
ARR closed below delta neutral: 15.80 against a delta neutral price of 16.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ARR have?
25,204 contracts of open interest across 102 listed contracts on Sep 11, 2026, +5.0% 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.