ABR gamma max, delta neutral & open interest levels
As of close · rank #560 by open interest · 1,379 sessions of history since Dec 1, 2020
ABR closed 163.4% below its gamma max of 12.43. It is 42.6% below the delta neutral price of 6.73. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 134,283, +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 | 15% |
| Gamma max crosses | 40 |
| Delta neutral crosses | 13 |
| Open interest percentile (1y) | 6th |
| Open interest change, 5 sessions | +1.3% |
| Open interest change, 21 sessions | -18.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 4.72 vs 12.43 (-163.4%)
- closed above gamma max at 5.16 vs 1.00 (+80.6%)
- closed below gamma max at 5.03 vs 30.00 (-496.4%)
- closed above gamma max at 5.15 vs 1.00 (+80.6%)
- closed below gamma max at 5.17 vs 13.06 (-152.6%)
- closed above gamma max at 4.90 vs 1.00 (+79.6%)
- closed below gamma max at 5.35 vs 23.68 (-342.7%)
- closed above gamma max at 5.36 vs 0.60 (+88.8%)
- closed below gamma max at 5.35 vs 30.00 (-460.7%)
- closed above gamma max at 5.13 vs 1.00 (+80.5%)
In today's screens
Neighbours by open interest
Questions people ask about ABR
Where is ABR's gamma max today?
As of Sep 11, 2026, the gamma max for ABR is 12.43, +163.4% from the 4.72 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 ABR above or below its delta neutral price?
ABR closed below delta neutral: 4.72 against a delta neutral price of 6.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABR have?
134,283 contracts of open interest across 139 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.