AVGX gamma max, delta neutral & open interest levels
As of close · rank #1827 by open interest · snapshot page
AVGX closed 14.6% below its gamma max of 46.29. It is 3.6% above the delta neutral price of 38.92. Total open interest is 15,473, +1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AVGX
Where is AVGX's gamma max today?
As of Sep 11, 2026, the gamma max for AVGX is 46.29, +14.6% from the 40.38 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 AVGX above or below its delta neutral price?
AVGX closed above delta neutral: 40.38 against a delta neutral price of 38.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AVGX have?
15,473 contracts of open interest across 316 listed contracts on Sep 11, 2026, +1.6% 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.