ADM gamma max, delta neutral & open interest levels
As of close · rank #655 by open interest · 1,379 sessions of history since Dec 1, 2020
ADM closed 0.1% below its gamma max of 86.79. It is 17.5% above the delta neutral price of 71.56. Total open interest is 101,912, -0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 21% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 64th |
| Open interest change, 5 sessions | +6.9% |
| Open interest change, 21 sessions | +15.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 83.19 vs 84.35 (-1.4%)
- closed above gamma max at 85.90 vs 82.11 (+4.4%)
- closed below gamma max at 78.99 vs 81.39 (-3.0%)
- closed above gamma max at 80.29 vs 78.42 (+2.3%)
- closed below gamma max at 76.50 vs 78.85 (-3.1%)
- closed above gamma max at 78.02 vs 75.19 (+3.6%)
- closed below gamma max at 81.28 vs 81.62 (-0.4%)
- closed above gamma max at 80.12 vs 75.28 (+6.0%)
- closed below gamma max at 80.92 vs 81.94 (-1.3%)
- closed above gamma max at 80.04 vs 79.53 (+0.6%)
In today's screens
Neighbours by open interest
Questions people ask about ADM
Where is ADM's gamma max today?
As of Sep 11, 2026, the gamma max for ADM is 86.79, +0.1% from the 86.72 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 ADM above or below its delta neutral price?
ADM closed above delta neutral: 86.72 against a delta neutral price of 71.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ADM have?
101,912 contracts of open interest across 367 listed contracts on Sep 11, 2026, -0.0% 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.