ARCC gamma max, delta neutral & open interest levels
As of close · rank #488 by open interest · 1,378 sessions of history since Dec 1, 2020
ARCC closed 1.4% below its gamma max of 20.02. It is 0.8% below the delta neutral price of 19.89. Total open interest is 165,101, -1.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 21 |
| Open interest percentile (1y) | 33th |
| Open interest change, 5 sessions | -1.6% |
| Open interest change, 21 sessions | -7.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 19.66 vs 19.68 (-0.1%)
- closed below gamma max at 19.70 vs 20.08 (-1.9%)
- closed above delta neutral at 20.04 vs 19.75 (+1.5%)
- closed above gamma max at 20.04 vs 20.01 (+0.1%)
- closed below delta neutral at 19.91 vs 20.01 (-0.5%)
- closed above delta neutral at 19.90 vs 19.59 (+1.5%)
- closed below delta neutral at 19.93 vs 20.04 (-0.6%)
- closed below gamma max at 19.67 vs 19.87 (-1.0%)
- closed above gamma max at 19.64 vs 19.00 (+3.3%)
- closed below gamma max at 19.87 vs 20.17 (-1.5%)
In today's screens
Neighbours by open interest
Questions people ask about ARCC
Where is ARCC's gamma max today?
As of Sep 11, 2026, the gamma max for ARCC is 20.02, +1.4% from the 19.74 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 ARCC above or below its delta neutral price?
ARCC closed below delta neutral: 19.74 against a delta neutral price of 19.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ARCC have?
165,101 contracts of open interest across 128 listed contracts on Sep 11, 2026, -1.3% 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.