ATI gamma max, delta neutral & open interest levels
As of close · rank #1399 by open interest · snapshot page
ATI closed 22.6% below its gamma max of 243.78. It is 3.3% above the delta neutral price of 192.12. Total open interest is 27,571, +3.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ATI
Where is ATI's gamma max today?
As of Sep 11, 2026, the gamma max for ATI is 243.78, +22.6% from the 198.77 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 ATI above or below its delta neutral price?
ATI closed above delta neutral: 198.77 against a delta neutral price of 192.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ATI have?
27,571 contracts of open interest across 351 listed contracts on Sep 11, 2026, +3.5% 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.