ADP gamma max, delta neutral & open interest levels
As of close · rank #1069 by open interest · snapshot page
ADP closed 11.0% below its gamma max of 297.79. It is 2.3% above the delta neutral price of 262.18. Total open interest is 45,205, -6.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ADP
Where is ADP's gamma max today?
As of Sep 11, 2026, the gamma max for ADP is 297.79, +11.0% from the 268.26 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 ADP above or below its delta neutral price?
ADP closed above delta neutral: 268.26 against a delta neutral price of 262.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ADP have?
45,205 contracts of open interest across 588 listed contracts on Sep 11, 2026, -6.0% 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.