AUR gamma max, delta neutral & open interest levels
As of close · rank #215 by open interest · 1,144 sessions of history since Nov 4, 2021
AUR closed 10.8% below its gamma max of 7.13. It is 50.6% above the delta neutral price of 3.18. Total open interest is 511,576, -0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 19% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +1.5% |
| Open interest change, 21 sessions | +4.5% |
| History available | Nov 4, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 6.24 vs 7.14 (-14.4%)
- closed above gamma max at 6.12 vs 6.00 (+2.0%)
- closed below gamma max at 6.69 vs 7.00 (-4.6%)
- closed above gamma max at 7.23 vs 7.03 (+2.7%)
- closed below gamma max at 6.45 vs 6.84 (-6.1%)
- closed above gamma max at 6.24 vs 6.00 (+3.8%)
- closed below gamma max at 6.63 vs 7.12 (-7.3%)
- closed above gamma max at 6.82 vs 6.62 (+3.0%)
- closed below gamma max at 6.26 vs 6.46 (-3.3%)
- closed above gamma max at 6.13 vs 6.06 (+1.1%)
In today's screens
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Neighbours by open interest
Questions people ask about AUR
Where is AUR's gamma max today?
As of Sep 11, 2026, the gamma max for AUR is 7.13, +10.8% from the 6.43 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 AUR above or below its delta neutral price?
AUR closed above delta neutral: 6.43 against a delta neutral price of 3.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AUR have?
511,576 contracts of open interest across 320 listed contracts on Sep 11, 2026, -0.5% 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.