ASML gamma max, delta neutral & open interest levels
As of close · rank #468 by open interest · 1,378 sessions of history since Dec 1, 2020
ASML closed 15.6% below its gamma max of 1,964.13. It is 6.8% above the delta neutral price of 1,582.77. Total open interest is 178,817, -7.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 76th |
| Open interest change, 5 sessions | -2.1% |
| Open interest change, 21 sessions | -5.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 1,242.19 vs 1,267.49 (-2.0%)
- closed above gamma max at 1,228.19 vs 1,219.04 (+0.7%)
- closed below gamma max at 1,107.00 vs 1,141.20 (-3.1%)
- closed above gamma max at 1,140.92 vs 1,138.77 (+0.2%)
- closed below gamma max at 1,032.22 vs 1,047.61 (-1.5%)
- closed above gamma max at 1,030.17 vs 1,016.77 (+1.3%)
- closed below gamma max at 932.15 vs 959.14 (-2.9%)
- closed above gamma max at 927.80 vs 898.63 (+3.1%)
- closed below gamma max at 878.42 vs 881.58 (-0.4%)
- closed above gamma max at 867.30 vs 854.59 (+1.5%)
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Neighbours by open interest
Questions people ask about ASML
Where is ASML's gamma max today?
As of Sep 11, 2026, the gamma max for ASML is 1,964.13, +15.6% from the 1,698.95 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 ASML above or below its delta neutral price?
ASML closed above delta neutral: 1,698.95 against a delta neutral price of 1,582.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ASML have?
178,817 contracts of open interest across 3,857 listed contracts on Sep 11, 2026, -7.3% 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.