ABT gamma max, delta neutral & open interest levels
As of close · rank #372 by open interest · 1,379 sessions of history since Dec 1, 2020
ABT closed 10.1% below its gamma max of 112.20. It is 2.9% above the delta neutral price of 99.02. Total open interest is 238,623, -0.6% 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 | 6 |
| Delta neutral crosses | 22 |
| Open interest percentile (1y) | 85th |
| Open interest change, 5 sessions | -0.3% |
| Open interest change, 21 sessions | -2.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 116.11 vs 116.38 (-0.2%)
- closed above gamma max at 116.64 vs 112.98 (+3.1%)
- closed below gamma max at 105.61 vs 106.64 (-1.0%)
- closed above gamma max at 107.27 vs 107.05 (+0.2%)
- closed below gamma max at 100.67 vs 106.01 (-5.3%)
- closed above delta neutral at 98.81 vs 93.74 (+5.1%)
- closed above gamma max at 98.81 vs 98.62 (+0.2%)
- closed below delta neutral at 88.96 vs 91.24 (-2.6%)
- closed above delta neutral at 90.36 vs 90.31 (+0.1%)
- closed below delta neutral at 89.01 vs 90.84 (-2.1%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about ABT
Where is ABT's gamma max today?
As of Sep 11, 2026, the gamma max for ABT is 112.20, +10.1% from the 101.95 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 ABT above or below its delta neutral price?
ABT closed above delta neutral: 101.95 against a delta neutral price of 99.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABT have?
238,623 contracts of open interest across 732 listed contracts on Sep 11, 2026, -0.6% 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.