Data through close

ASHR gamma max, delta neutral & open interest levels

As of close · rank #208 by open interest · 1,378 sessions of history since Dec 1, 2020

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Close
33.64
prev 33.62
Gamma max
36.78
+9.3% from close
Delta neutral
34.45
+2.4% from close
Gamma neutral
34.26
+1.8% from close
Open interest
526,844
-0.8% vs prev
Contracts listed
289
148 calls · 173 puts

ASHR closed 9.3% below its gamma max of 36.78. It is 2.4% below the delta neutral price of 34.45. Total open interest is 526,844, -0.8% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max2%
Gamma max crosses5
Delta neutral crosses19
Open interest percentile (1y)15th
Open interest change, 5 sessions-2.3%
Open interest change, 21 sessions-11.1%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below delta neutral at 34.29 vs 34.29 (-0.0%)
  2. closed above delta neutral at 34.56 vs 34.51 (+0.1%)
  3. closed below delta neutral at 33.93 vs 34.28 (-1.0%)
  4. closed above delta neutral at 34.49 vs 34.42 (+0.2%)
  5. closed below delta neutral at 34.25 vs 34.29 (-0.1%)
  6. closed above delta neutral at 34.35 vs 33.94 (+1.2%)
  7. closed below delta neutral at 33.92 vs 33.96 (-0.1%)
  8. closed above delta neutral at 33.88 vs 33.85 (+0.1%)
  9. closed below delta neutral at 33.94 vs 34.02 (-0.2%)
  10. closed above delta neutral at 35.03 vs 34.05 (+2.8%)

In today's screens

Neighbours by open interest

Questions people ask about ASHR

Where is ASHR's gamma max today?

As of Sep 11, 2026, the gamma max for ASHR is 36.78, +9.3% from the 33.64 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 ASHR above or below its delta neutral price?

ASHR closed below delta neutral: 33.64 against a delta neutral price of 34.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ASHR have?

526,844 contracts of open interest across 289 listed contracts on Sep 11, 2026, -0.8% 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.