ABSI gamma max, delta neutral & open interest levels
As of close · rank #935 by open interest · snapshot page
ABSI closed 87.8% above its gamma max of 1.00. It is 92.7% above the delta neutral price of 0.60. Total open interest is 57,952, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ABSI
Where is ABSI's gamma max today?
As of Sep 11, 2026, the gamma max for ABSI is 1.00, -87.8% from the 8.21 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 ABSI above or below its delta neutral price?
ABSI closed above delta neutral: 8.21 against a delta neutral price of 0.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABSI have?
57,952 contracts of open interest across 134 listed contracts on Sep 11, 2026, +1.2% 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.