AWK gamma max, delta neutral & open interest levels
As of close · rank #1740 by open interest · snapshot page
AWK closed 2.7% below its gamma max of 141.35. It is 6.3% above the delta neutral price of 128.95. Total open interest is 17,265, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AWK
Where is AWK's gamma max today?
As of Sep 11, 2026, the gamma max for AWK is 141.35, +2.7% from the 137.69 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 AWK above or below its delta neutral price?
AWK closed above delta neutral: 137.69 against a delta neutral price of 128.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AWK have?
17,265 contracts of open interest across 109 listed contracts on Sep 11, 2026, +0.7% 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.