AYA gamma max, delta neutral & open interest levels
As of close · rank #2126 by open interest · snapshot page
AYA closed 7.4% below its gamma max of 30.03. It is 22.0% above the delta neutral price of 21.81. Total open interest is 10,436, +1.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AYA
Where is AYA's gamma max today?
As of Sep 11, 2026, the gamma max for AYA is 30.03, +7.4% from the 27.97 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 AYA above or below its delta neutral price?
AYA closed above delta neutral: 27.97 against a delta neutral price of 21.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AYA have?
10,436 contracts of open interest across 65 listed contracts on Sep 11, 2026, +1.1% 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.