AB gamma max, delta neutral & open interest levels
As of close · rank #1889 by open interest · snapshot page
AB closed 11.3% below its gamma max of 40.15. It is 1.6% above the delta neutral price of 35.52. Total open interest is 14,303, +0.5% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about AB
Where is AB's gamma max today?
As of Sep 11, 2026, the gamma max for AB is 40.15, +11.3% from the 36.09 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 AB above or below its delta neutral price?
AB closed above delta neutral: 36.09 against a delta neutral price of 35.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AB have?
14,303 contracts of open interest across 40 listed contracts on Sep 11, 2026, +0.5% 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.