ACH gamma max, delta neutral & open interest levels
As of close · rank #1184 by open interest · snapshot page
ACH closed 7.3% below its gamma max of 1.16. It is 68.5% above the delta neutral price of 0.34. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 38,374, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ACH
Where is ACH's gamma max today?
As of Sep 11, 2026, the gamma max for ACH is 1.16, +7.3% from the 1.08 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 ACH above or below its delta neutral price?
ACH closed above delta neutral: 1.08 against a delta neutral price of 0.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ACH have?
38,374 contracts of open interest across 60 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.