ARM gamma max, delta neutral & open interest levels
As of close · rank #133 by open interest · 676 sessions of history since Sep 19, 2023
ARM closed 15.3% below its gamma max of 305.39. It is 22.0% above the delta neutral price of 206.62. Total open interest is 801,876, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 55th |
| Open interest change, 5 sessions | +0.3% |
| Open interest change, 21 sessions | -0.8% |
| History available | Sep 19, 2023 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 396.13 vs 422.38 (-6.6%)
- closed above gamma max at 412.55 vs 405.92 (+1.6%)
- closed below gamma max at 402.64 vs 406.79 (-1.0%)
- closed above gamma max at 353.29 vs 339.32 (+4.0%)
- closed below gamma max at 302.71 vs 335.08 (-10.7%)
- closed above gamma max at 256.73 vs 241.88 (+5.8%)
- closed below gamma max at 213.54 vs 244.53 (-14.5%)
- closed above gamma max at 237.58 vs 233.01 (+1.9%)
- closed below gamma max at 198.65 vs 218.09 (-9.8%)
- closed above gamma max at 196.57 vs 189.90 (+3.4%)
In today's screens
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Neighbours by open interest
Questions people ask about ARM
Where is ARM's gamma max today?
As of Sep 11, 2026, the gamma max for ARM is 305.39, +15.3% from the 264.79 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 ARM above or below its delta neutral price?
ARM closed above delta neutral: 264.79 against a delta neutral price of 206.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ARM have?
801,876 contracts of open interest across 1,955 listed contracts on Sep 11, 2026, -2.5% 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.