Data through close

AVEX gamma max, delta neutral & open interest levels

As of close · rank #1495 by open interest · snapshot page

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Close
16.08
prev 15.91
Gamma max
21.93
+36.4% from close
Delta neutral
15.79
-1.8% from close
Gamma neutral
16.08
0.0% from close
Open interest
24,016
+1.7% vs prev
Contracts listed
85
46 calls · 39 puts

AVEX closed 36.4% below its gamma max of 21.93. It is 1.8% above the delta neutral price of 15.79. Total open interest is 24,016, +1.7% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about AVEX

Where is AVEX's gamma max today?

As of Sep 11, 2026, the gamma max for AVEX is 21.93, +36.4% from the 16.08 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 AVEX above or below its delta neutral price?

AVEX closed above delta neutral: 16.08 against a delta neutral price of 15.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AVEX have?

24,016 contracts of open interest across 85 listed contracts on Sep 11, 2026, +1.7% 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.