ACN gamma max, delta neutral & open interest levels
As of close · rank #375 by open interest · 1,378 sessions of history since Dec 1, 2020
ACN closed 13.8% below its gamma max of 209.30. It is 3.7% above the delta neutral price of 177.14. Total open interest is 235,617, -1.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 27 |
| Open interest percentile (1y) | 85th |
| Open interest change, 5 sessions | +2.3% |
| Open interest change, 21 sessions | -4.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 154.06 vs 151.91 (+1.4%)
- closed below delta neutral at 140.09 vs 140.12 (-0.0%)
- closed above delta neutral at 144.61 vs 138.90 (+4.0%)
- closed below delta neutral at 137.19 vs 140.72 (-2.6%)
- closed above delta neutral at 142.15 vs 139.56 (+1.8%)
- closed below delta neutral at 174.57 vs 177.03 (-1.4%)
- closed above delta neutral at 187.07 vs 179.92 (+3.8%)
- closed below delta neutral at 177.95 vs 178.69 (-0.4%)
- closed above delta neutral at 177.55 vs 177.17 (+0.2%)
- closed below delta neutral at 241.21 vs 255.36 (-5.9%)
In today's screens
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Neighbours by open interest
Questions people ask about ACN
Where is ACN's gamma max today?
As of Sep 11, 2026, the gamma max for ACN is 209.30, +13.8% from the 183.90 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 ACN above or below its delta neutral price?
ACN closed above delta neutral: 183.90 against a delta neutral price of 177.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ACN have?
235,617 contracts of open interest across 955 listed contracts on Sep 11, 2026, -1.0% 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.