AZN gamma max, delta neutral & open interest levels
As of close · rank #740 by open interest · snapshot page
AZN closed 7.1% below its gamma max of 171.56. It is 0.9% above the delta neutral price of 158.78. Total open interest is 84,873, +2.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AZN
Where is AZN's gamma max today?
As of Sep 11, 2026, the gamma max for AZN is 171.56, +7.1% from the 160.17 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 AZN above or below its delta neutral price?
AZN closed above delta neutral: 160.17 against a delta neutral price of 158.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AZN have?
84,873 contracts of open interest across 258 listed contracts on Sep 11, 2026, +2.9% 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.