ARBE gamma max, delta neutral & open interest levels
As of close · rank #746 by open interest · snapshot page
ARBE closed 3.6% above its gamma max of 0.76. It is 50.9% above the delta neutral price of 0.39. Total open interest is 83,643, +12.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ARBE
Where is ARBE's gamma max today?
As of Sep 11, 2026, the gamma max for ARBE is 0.76, -3.6% from the 0.78 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 ARBE above or below its delta neutral price?
ARBE closed above delta neutral: 0.78 against a delta neutral price of 0.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ARBE have?
83,643 contracts of open interest across 36 listed contracts on Sep 11, 2026, +12.5% 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.