Data through close

AVBP gamma max, delta neutral & open interest levels

As of close · rank #1387 by open interest · snapshot page

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Close
29.00
prev 28.70
Gamma max
16.06
-44.6% from close
Delta neutral
13.27
-54.2% from close
Gamma neutral
29.00
0.0% from close
Open interest
28,119
-0.2% vs prev
Contracts listed
56
26 calls · 30 puts

AVBP closed 44.6% above its gamma max of 16.06. It is 54.2% above the delta neutral price of 13.27. Total open interest is 28,119, -0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about AVBP

Where is AVBP's gamma max today?

As of Sep 11, 2026, the gamma max for AVBP is 16.06, -44.6% from the 29.00 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 AVBP above or below its delta neutral price?

AVBP closed above delta neutral: 29.00 against a delta neutral price of 13.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AVBP have?

28,119 contracts of open interest across 56 listed contracts on Sep 11, 2026, -0.2% 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.