XAR gamma max, delta neutral & open interest levels
As of close · rank #1883 by open interest · snapshot page
XAR closed 49.4% below its gamma max of 367.37. It is 19.1% below the delta neutral price of 292.93. Total open interest is 14,395, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about XAR
Where is XAR's gamma max today?
As of Sep 11, 2026, the gamma max for XAR is 367.37, +49.4% from the 245.96 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 XAR above or below its delta neutral price?
XAR closed below delta neutral: 245.96 against a delta neutral price of 292.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XAR have?
14,395 contracts of open interest across 141 listed contracts on Sep 11, 2026, -0.1% 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.