AMBA gamma max, delta neutral & open interest levels
As of close · rank #802 by open interest · snapshot page
AMBA closed 4.1% below its gamma max of 70.63. It is 7.6% above the delta neutral price of 62.73. Total open interest is 74,805, -10.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AMBA
Where is AMBA's gamma max today?
As of Sep 11, 2026, the gamma max for AMBA is 70.63, +4.1% from the 67.86 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 AMBA above or below its delta neutral price?
AMBA closed above delta neutral: 67.86 against a delta neutral price of 62.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AMBA have?
74,805 contracts of open interest across 688 listed contracts on Sep 11, 2026, -10.5% 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.