ABNB gamma max, delta neutral & open interest levels
As of close · rank #374 by open interest · 1,367 sessions of history since Dec 17, 2020
ABNB closed 11.4% below its gamma max of 189.56. It is 9.4% above the delta neutral price of 154.20. Total open interest is 236,202, -1.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 52th |
| Open interest change, 5 sessions | -2.8% |
| Open interest change, 21 sessions | -4.7% |
| History available | Dec 17, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 183.25 vs 190.52 (-4.0%)
- closed above gamma max at 179.29 vs 174.78 (+2.5%)
- closed below gamma max at 184.98 vs 186.58 (-0.9%)
- closed above gamma max at 178.07 vs 169.13 (+5.0%)
- closed above delta neutral at 132.30 vs 131.02 (+1.0%)
- closed below delta neutral at 129.30 vs 130.84 (-1.2%)
- closed above delta neutral at 135.55 vs 131.99 (+2.6%)
- closed below delta neutral at 131.16 vs 131.79 (-0.5%)
- closed below gamma max at 137.81 vs 148.16 (-7.5%)
- closed above gamma max at 137.51 vs 136.63 (+0.6%)
In today's screens
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Neighbours by open interest
Questions people ask about ABNB
Where is ABNB's gamma max today?
As of Sep 11, 2026, the gamma max for ABNB is 189.56, +11.4% from the 170.19 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 ABNB above or below its delta neutral price?
ABNB closed above delta neutral: 170.19 against a delta neutral price of 154.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABNB have?
236,202 contracts of open interest across 805 listed contracts on Sep 11, 2026, -1.9% 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.