ASPI gamma max, delta neutral & open interest levels
As of close · rank #484 by open interest · 466 sessions of history since Nov 1, 2024
ASPI closed 21.5% below its gamma max of 4.02. It is 38.3% above the delta neutral price of 2.04. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 167,448, +0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 25% |
| Gamma max crosses | 38 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 19th |
| Open interest change, 5 sessions | +4.1% |
| Open interest change, 21 sessions | -4.2% |
| History available | Nov 1, 2024 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 3.31 vs 4.02 (-21.5%)
- closed above gamma max at 3.59 vs 0.50 (+86.1%)
- closed below gamma max at 3.90 vs 4.11 (-5.4%)
- closed above gamma max at 4.04 vs 0.50 (+87.6%)
- closed below gamma max at 3.94 vs 4.59 (-16.3%)
- closed above gamma max at 4.00 vs 0.38 (+90.6%)
- closed below gamma max at 4.28 vs 4.37 (-2.1%)
- closed above gamma max at 3.94 vs 1.00 (+74.7%)
- closed below gamma max at 7.13 vs 7.28 (-2.2%)
- closed above gamma max at 7.16 vs 7.00 (+2.3%)
In today's screens
Neighbours by open interest
Questions people ask about ASPI
Where is ASPI's gamma max today?
As of Sep 11, 2026, the gamma max for ASPI is 4.02, +21.5% from the 3.31 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 ASPI above or below its delta neutral price?
ASPI closed above delta neutral: 3.31 against a delta neutral price of 2.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ASPI have?
167,448 contracts of open interest across 171 listed contracts on Sep 11, 2026, +0.5% 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.