ABBV gamma max, delta neutral & open interest levels
As of close · rank #332 by open interest · 1,379 sessions of history since Dec 1, 2020
ABBV closed 6.3% below its gamma max of 273.36. It is 7.8% above the delta neutral price of 236.97. Total open interest is 280,917, -1.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 13 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 63th |
| Open interest change, 5 sessions | +1.0% |
| Open interest change, 21 sessions | -5.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 252.65 vs 255.12 (-1.0%)
- closed above gamma max at 261.07 vs 247.91 (+5.0%)
- closed below gamma max at 251.64 vs 253.72 (-0.8%)
- closed above gamma max at 251.83 vs 251.63 (+0.1%)
- closed below gamma max at 234.99 vs 240.80 (-2.5%)
- closed above gamma max at 234.89 vs 234.43 (+0.2%)
- closed above delta neutral at 207.86 vs 207.73 (+0.1%)
- closed below delta neutral at 206.60 vs 208.41 (-0.9%)
- closed above delta neutral at 211.32 vs 207.17 (+2.0%)
- closed below delta neutral at 207.94 vs 211.92 (-1.9%)
In today's screens
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Neighbours by open interest
Questions people ask about ABBV
Where is ABBV's gamma max today?
As of Sep 11, 2026, the gamma max for ABBV is 273.36, +6.3% from the 257.12 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 ABBV above or below its delta neutral price?
ABBV closed above delta neutral: 257.12 against a delta neutral price of 236.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABBV have?
280,917 contracts of open interest across 643 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.