AVGO gamma max, delta neutral & open interest levels
As of close · rank #50 by open interest · 1,378 sessions of history since Dec 1, 2020
AVGO closed 14.3% below its gamma max of 413.66. It is 1.7% above the delta neutral price of 355.70. Total open interest is 2,256,109, -4.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | -5.5% |
| Open interest change, 21 sessions | +12.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 357.89 vs 355.44 (+0.7%)
- closed below delta neutral at 357.16 vs 361.02 (-1.1%)
- closed above delta neutral at 371.54 vs 362.30 (+2.5%)
- closed below delta neutral at 358.76 vs 359.59 (-0.2%)
- closed above delta neutral at 368.45 vs 363.08 (+1.5%)
- closed below delta neutral at 362.48 vs 370.39 (-2.2%)
- closed below gamma max at 419.94 vs 428.72 (-2.1%)
- closed above gamma max at 422.65 vs 421.27 (+0.3%)
- closed above delta neutral at 309.66 vs 306.55 (+1.0%)
- closed below delta neutral at 309.42 vs 309.65 (-0.1%)
In today's screens
Neighbours by open interest
Questions people ask about AVGO
Where is AVGO's gamma max today?
As of Sep 11, 2026, the gamma max for AVGO is 413.66, +14.3% from the 361.99 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 AVGO above or below its delta neutral price?
AVGO closed above delta neutral: 361.99 against a delta neutral price of 355.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AVGO have?
2,256,109 contracts of open interest across 2,362 listed contracts on Sep 11, 2026, -4.4% 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.