Data through close

AUPH gamma max, delta neutral & open interest levels

As of close · rank #1255 by open interest · snapshot page

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Close
16.10
prev 16.11
Gamma max
19.10
+18.6% from close
Delta neutral
15.80
-1.9% from close
Gamma neutral
12.08
-25.0% from close
Open interest
34,308
+0.1% vs prev
Contracts listed
104
70 calls · 37 puts

AUPH closed 18.6% below its gamma max of 19.10. It is 1.9% above the delta neutral price of 15.80. Total open interest is 34,308, +0.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about AUPH

Where is AUPH's gamma max today?

As of Sep 11, 2026, the gamma max for AUPH is 19.10, +18.6% from the 16.10 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 AUPH above or below its delta neutral price?

AUPH closed above delta neutral: 16.10 against a delta neutral price of 15.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AUPH have?

34,308 contracts of open interest across 104 listed contracts on Sep 11, 2026, +0.1% 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.