AZO gamma max, delta neutral & open interest levels
As of close · rank #1752 by open interest · snapshot page
AZO closed 19.1% below its gamma max of 3,425.82. It is 8.7% below the delta neutral price of 3,125.76. Total open interest is 17,026, +1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AZO
Where is AZO's gamma max today?
As of Sep 11, 2026, the gamma max for AZO is 3,425.82, +19.1% from the 2,876.75 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 AZO above or below its delta neutral price?
AZO closed below delta neutral: 2,876.75 against a delta neutral price of 3,125.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AZO have?
17,026 contracts of open interest across 866 listed contracts on Sep 11, 2026, +1.6% 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.