AXP gamma max, delta neutral & open interest levels
As of close · rank #351 by open interest · 1,378 sessions of history since Dec 1, 2020
AXP closed 5.3% below its gamma max of 342.00. It is 0.5% above the delta neutral price of 322.99. Total open interest is 250,268, -2.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 60th |
| Open interest change, 5 sessions | -5.2% |
| Open interest change, 21 sessions | +3.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 324.69 vs 322.99 (+0.5%)
- closed below delta neutral at 321.80 vs 323.21 (-0.4%)
- closed above delta neutral at 329.98 vs 326.62 (+1.0%)
- closed below delta neutral at 324.19 vs 325.58 (-0.4%)
- closed above delta neutral at 312.56 vs 308.10 (+1.4%)
- closed below delta neutral at 300.57 vs 306.24 (-1.9%)
- closed above delta neutral at 313.24 vs 309.48 (+1.2%)
- closed below delta neutral at 309.32 vs 309.56 (-0.1%)
- closed above delta neutral at 305.73 vs 302.57 (+1.0%)
- closed below delta neutral at 300.18 vs 302.07 (-0.6%)
In today's screens
Neighbours by open interest
Questions people ask about AXP
Where is AXP's gamma max today?
As of Sep 11, 2026, the gamma max for AXP is 342.00, +5.3% from the 324.69 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 AXP above or below its delta neutral price?
AXP closed above delta neutral: 324.69 against a delta neutral price of 322.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AXP have?
250,268 contracts of open interest across 981 listed contracts on Sep 11, 2026, -2.2% 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.