AMAT gamma max, delta neutral & open interest levels
As of close · rank #205 by open interest · 1,379 sessions of history since Dec 1, 2020
AMAT closed 33.5% below its gamma max of 609.40. It is 4.7% above the delta neutral price of 435.21. Total open interest is 541,295, -3.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 97th |
| Open interest change, 5 sessions | -1.8% |
| Open interest change, 21 sessions | +7.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 454.71 vs 430.12 (+5.4%)
- closed below delta neutral at 441.85 vs 443.82 (-0.4%)
- closed below gamma max at 723.00 vs 736.57 (-1.9%)
- closed above gamma max at 694.64 vs 692.96 (+0.2%)
- closed below gamma max at 636.74 vs 648.11 (-1.8%)
- closed above gamma max at 553.45 vs 529.04 (+4.4%)
- closed below gamma max at 454.23 vs 510.30 (-12.3%)
- closed above gamma max at 490.56 vs 488.53 (+0.4%)
- closed below gamma max at 292.20 vs 302.20 (-3.4%)
- closed above gamma max at 284.32 vs 280.81 (+1.2%)
In today's screens
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Neighbours by open interest
Questions people ask about AMAT
Where is AMAT's gamma max today?
As of Sep 11, 2026, the gamma max for AMAT is 609.40, +33.5% from the 456.49 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 AMAT above or below its delta neutral price?
AMAT closed above delta neutral: 456.49 against a delta neutral price of 435.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AMAT have?
541,295 contracts of open interest across 2,339 listed contracts on Sep 11, 2026, -3.5% 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.