AVAV gamma max, delta neutral & open interest levels
As of close · rank #792 by open interest · snapshot page
AVAV closed 17.9% below its gamma max of 173.00. It is 3.6% below the delta neutral price of 151.93. Total open interest is 76,086, -22.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AVAV
Where is AVAV's gamma max today?
As of Sep 11, 2026, the gamma max for AVAV is 173.00, +17.9% from the 146.71 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 AVAV above or below its delta neutral price?
AVAV closed below delta neutral: 146.71 against a delta neutral price of 151.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AVAV have?
76,086 contracts of open interest across 747 listed contracts on Sep 11, 2026, -22.2% 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.