ACB gamma max, delta neutral & open interest levels
As of close · rank #1176 by open interest · snapshot page
ACB closed 7.2% below its gamma max of 4.01. It is 6.5% above the delta neutral price of 3.50. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 38,750, -0.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about ACB
Where is ACB's gamma max today?
As of Sep 11, 2026, the gamma max for ACB is 4.01, +7.2% from the 3.74 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 ACB above or below its delta neutral price?
ACB closed above delta neutral: 3.74 against a delta neutral price of 3.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ACB have?
38,750 contracts of open interest across 69 listed contracts on Sep 11, 2026, -0.1% 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.