Data through close

ASST gamma max, delta neutral & open interest levels

As of close · rank #248 by open interest · 324 sessions of history since May 30, 2025

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Close
27.62
prev 26.90
Gamma max
27.20
-1.5% from close
Delta neutral
12.14
-56.1% from close
Gamma neutral
4.39
-84.1% from close
Open interest
437,249
-9.7% vs prev
Contracts listed
588
341 calls · 311 puts

ASST closed 1.5% above its gamma max of 27.20. It is 56.1% above the delta neutral price of 12.14. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 437,249, -9.7% 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 max33%
Gamma max crosses44
Delta neutral crosses8
Open interest percentile (1y)57th
Open interest change, 5 sessions-4.3%
Open interest change, 21 sessions+80.0%
History availableMay 30, 2025 → Sep 11, 2026

Recent crosses

  1. closed above gamma max at 27.62 vs 27.20 (+1.5%)
  2. closed below gamma max at 26.69 vs 27.27 (-2.2%)
  3. closed above gamma max at 26.82 vs 26.42 (+1.5%)
  4. closed below gamma max at 19.73 vs 21.10 (-7.0%)
  5. closed above gamma max at 18.22 vs 17.13 (+6.0%)
  6. closed below gamma max at 16.13 vs 18.15 (-12.5%)
  7. closed above gamma max at 14.73 vs 13.79 (+6.4%)
  8. closed below gamma max at 15.31 vs 15.87 (-3.7%)
  9. closed above gamma max at 11.58 vs 10.94 (+5.5%)
  10. closed below gamma max at 10.03 vs 10.93 (-8.9%)

In today's screens

Neighbours by open interest

Questions people ask about ASST

Where is ASST's gamma max today?

As of Sep 11, 2026, the gamma max for ASST is 27.20, -1.5% from the 27.62 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 ASST above or below its delta neutral price?

ASST closed above delta neutral: 27.62 against a delta neutral price of 12.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ASST have?

437,249 contracts of open interest across 588 listed contracts on Sep 11, 2026, -9.7% 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.