Data through close

ADI gamma max, delta neutral & open interest levels

As of close · rank #598 by open interest · 1,379 sessions of history since Dec 1, 2020

Interactive chart Download CSV
Close
378.78
prev 361.25
Gamma max
421.86
+11.4% from close
Delta neutral
338.90
-10.5% from close
Gamma neutral
314.86
-16.9% from close
Open interest
118,725
-4.9% vs prev
Contracts listed
823
463 calls · 411 puts

ADI closed 11.4% below its gamma max of 421.86. It is 10.5% above the delta neutral price of 338.90. Total open interest is 118,725, -4.9% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max6%
Gamma max crosses18
Delta neutral crosses8
Open interest percentile (1y)95th
Open interest change, 5 sessions+15.9%
Open interest change, 21 sessions+21.2%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 428.76 vs 445.41 (-3.9%)
  2. closed above gamma max at 437.67 vs 437.12 (+0.1%)
  3. closed below gamma max at 427.33 vs 430.30 (-0.7%)
  4. closed above gamma max at 432.30 vs 430.09 (+0.5%)
  5. closed below gamma max at 408.77 vs 414.94 (-1.5%)
  6. closed above gamma max at 415.52 vs 412.78 (+0.7%)
  7. closed below gamma max at 399.57 vs 420.26 (-5.2%)
  8. closed above gamma max at 403.88 vs 398.39 (+1.4%)
  9. closed below gamma max at 375.27 vs 380.69 (-1.4%)
  10. closed above gamma max at 381.05 vs 375.59 (+1.4%)

In today's screens

Neighbours by open interest

Questions people ask about ADI

Where is ADI's gamma max today?

As of Sep 11, 2026, the gamma max for ADI is 421.86, +11.4% from the 378.78 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 ADI above or below its delta neutral price?

ADI closed above delta neutral: 378.78 against a delta neutral price of 338.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ADI have?

118,725 contracts of open interest across 823 listed contracts on Sep 11, 2026, -4.9% 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.