ASPN gamma max, delta neutral & open interest levels
As of close · rank #1649 by open interest · snapshot page
ASPN closed 36.6% below its gamma max of 6.71. It is 12.9% above the delta neutral price of 4.27. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 19,564, +5.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ASPN
Where is ASPN's gamma max today?
As of Sep 11, 2026, the gamma max for ASPN is 6.71, +36.6% from the 4.91 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 ASPN above or below its delta neutral price?
ASPN closed above delta neutral: 4.91 against a delta neutral price of 4.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ASPN have?
19,564 contracts of open interest across 61 listed contracts on Sep 11, 2026, +5.5% 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.