ASAN gamma max, delta neutral & open interest levels
As of close · rank #742 by open interest · snapshot page
ASAN closed 18.4% below its gamma max of 10.38. It is 9.0% above the delta neutral price of 7.98. Total open interest is 84,557, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ASAN
Where is ASAN's gamma max today?
As of Sep 11, 2026, the gamma max for ASAN is 10.38, +18.4% from the 8.77 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 ASAN above or below its delta neutral price?
ASAN closed above delta neutral: 8.77 against a delta neutral price of 7.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ASAN have?
84,557 contracts of open interest across 101 listed contracts on Sep 11, 2026, +0.4% 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.