AS gamma max, delta neutral & open interest levels
As of close · rank #338 by open interest · 568 sessions of history since Feb 23, 2024
AS closed 21.9% below its gamma max of 34.22. It is 3.0% below the delta neutral price of 28.93. Total open interest is 266,213, -0.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +10.0% |
| Open interest change, 21 sessions | +171.6% |
| History available | Feb 23, 2024 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 28.69 vs 28.78 (-0.3%)
- closed above delta neutral at 29.53 vs 28.60 (+3.1%)
- closed below delta neutral at 28.56 vs 29.15 (-2.1%)
- closed below gamma max at 34.02 vs 34.98 (-2.8%)
- closed above gamma max at 33.62 vs 32.97 (+1.9%)
- closed above delta neutral at 32.60 vs 30.97 (+5.0%)
- closed below delta neutral at 33.03 vs 33.53 (-1.5%)
- closed above delta neutral at 33.92 vs 33.76 (+0.5%)
- closed below delta neutral at 33.30 vs 33.84 (-1.6%)
- closed above delta neutral at 34.38 vs 33.91 (+1.4%)
In today's screens
Neighbours by open interest
Questions people ask about AS
Where is AS's gamma max today?
As of Sep 11, 2026, the gamma max for AS is 34.22, +21.9% from the 28.07 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 AS above or below its delta neutral price?
AS closed below delta neutral: 28.07 against a delta neutral price of 28.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AS have?
266,213 contracts of open interest across 230 listed contracts on Sep 11, 2026, -0.6% 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.