AVL gamma max, delta neutral & open interest levels
As of close · rank #1692 by open interest · snapshot page
AVL closed 11.5% below its gamma max of 42.85. It is 9.5% above the delta neutral price of 34.77. Total open interest is 18,615, +1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AVL
Where is AVL's gamma max today?
As of Sep 11, 2026, the gamma max for AVL is 42.85, +11.5% from the 38.42 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 AVL above or below its delta neutral price?
AVL closed above delta neutral: 38.42 against a delta neutral price of 34.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AVL have?
18,615 contracts of open interest across 230 listed contracts on Sep 11, 2026, +1.3% 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.