Data through close

ABCL gamma max, delta neutral & open interest levels

As of close · rank #476 by open interest · 1,306 sessions of history since Mar 18, 2021

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Close
10.89
prev 10.46
Gamma max
12.99
+19.3% from close
Delta neutral
7.63
-30.0% from close
Gamma neutral
10.74
-1.4% from close
Open interest
173,391
+0.4% vs prev
Contracts listed
127
89 calls · 57 puts

ABCL closed 19.3% below its gamma max of 12.99. It is 30.0% above the delta neutral price of 7.63. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 173,391, +0.4% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max58%
Gamma max crosses50
Delta neutral crosses0
Open interest percentile (1y)96th
Open interest change, 5 sessions+2.1%
Open interest change, 21 sessions+11.1%
History availableMar 18, 2021 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 10.89 vs 12.99 (-19.3%)
  2. closed above gamma max at 10.46 vs 0.99 (+90.5%)
  3. closed below gamma max at 11.43 vs 13.04 (-14.0%)
  4. closed above gamma max at 11.57 vs 6.19 (+46.5%)
  5. closed below gamma max at 11.28 vs 13.20 (-17.0%)
  6. closed above gamma max at 11.35 vs 3.62 (+68.1%)
  7. closed below gamma max at 12.24 vs 12.51 (-2.2%)
  8. closed above gamma max at 11.32 vs 5.10 (+54.9%)
  9. closed below gamma max at 11.57 vs 12.12 (-4.7%)
  10. closed above gamma max at 6.93 vs 6.50 (+6.2%)

In today's screens

Neighbours by open interest

Questions people ask about ABCL

Where is ABCL's gamma max today?

As of Sep 11, 2026, the gamma max for ABCL is 12.99, +19.3% from the 10.89 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 ABCL above or below its delta neutral price?

ABCL closed above delta neutral: 10.89 against a delta neutral price of 7.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ABCL have?

173,391 contracts of open interest across 127 listed contracts on Sep 11, 2026, +0.4% 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.