Data through close

AVTR gamma max, delta neutral & open interest levels

As of close · rank #387 by open interest · 1,378 sessions of history since Dec 1, 2020

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Close
14.81
prev 14.88
Gamma max
13.87
-6.4% from close
Delta neutral
10.96
-26.0% from close
Gamma neutral
14.81
0.0% from close
Open interest
227,842
+0.0% vs prev
Contracts listed
148
90 calls · 61 puts

AVTR closed 6.4% above its gamma max of 13.87. It is 26.0% above the delta neutral price of 10.96. Total open interest is 227,842, +0.0% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max19%
Gamma max crosses25
Delta neutral crosses21
Open interest percentile (1y)95th
Open interest change, 5 sessions+0.1%
Open interest change, 21 sessions-1.0%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above gamma max at 11.76 vs 11.67 (+0.7%)
  2. closed below gamma max at 11.07 vs 11.70 (-5.6%)
  3. closed above gamma max at 11.29 vs 11.03 (+2.3%)
  4. closed below gamma max at 10.39 vs 10.81 (-4.1%)
  5. closed above gamma max at 10.51 vs 10.12 (+3.7%)
  6. closed below gamma max at 10.32 vs 10.64 (-3.1%)
  7. closed above gamma max at 10.06 vs 10.01 (+0.5%)
  8. closed above delta neutral at 9.59 vs 7.80 (+18.6%)
  9. closed below delta neutral at 9.58 vs 10.12 (-5.7%)
  10. closed above delta neutral at 9.69 vs 8.92 (+7.9%)

In today's screens

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Questions people ask about AVTR

Where is AVTR's gamma max today?

As of Sep 11, 2026, the gamma max for AVTR is 13.87, -6.4% from the 14.81 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 AVTR above or below its delta neutral price?

AVTR closed above delta neutral: 14.81 against a delta neutral price of 10.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AVTR have?

227,842 contracts of open interest across 148 listed contracts on Sep 11, 2026, +0.0% 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.