ASX gamma max, delta neutral & open interest levels
As of close · rank #539 by open interest · 1,218 sessions of history since Jul 22, 2021
ASX closed 5.3% below its gamma max of 41.58. It is 14.9% above the delta neutral price of 33.60. Total open interest is 141,819, +1.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 41% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +5.2% |
| Open interest change, 21 sessions | +3.2% |
| History available | Jul 22, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 39.86 vs 40.48 (-1.6%)
- closed above gamma max at 39.79 vs 37.93 (+4.7%)
- closed below gamma max at 42.99 vs 43.63 (-1.5%)
- closed above gamma max at 45.12 vs 43.04 (+4.6%)
- closed below gamma max at 39.77 vs 41.78 (-5.0%)
- closed above gamma max at 40.56 vs 37.48 (+7.6%)
- closed below gamma max at 34.03 vs 37.94 (-11.5%)
- closed above gamma max at 38.95 vs 33.83 (+13.1%)
- closed below gamma max at 31.62 vs 34.54 (-9.2%)
- closed above gamma max at 33.92 vs 29.19 (+14.0%)
In today's screens
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Neighbours by open interest
Questions people ask about ASX
Where is ASX's gamma max today?
As of Sep 11, 2026, the gamma max for ASX is 41.58, +5.3% from the 39.47 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 ASX above or below its delta neutral price?
ASX closed above delta neutral: 39.47 against a delta neutral price of 33.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ASX have?
141,819 contracts of open interest across 221 listed contracts on Sep 11, 2026, +1.7% 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.