Data through close

AMBP gamma max, delta neutral & open interest levels

As of close · rank #2019 by open interest · snapshot page

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Close
4.84
prev 4.81
Gamma max
4.88
+0.9% from close
Delta neutral
4.01
-17.1% from close
Gamma neutral
3.26
-32.7% from close
Open interest
11,991
+0.1% vs prev
Contracts listed
21
11 calls · 11 puts

AMBP closed 0.9% below its gamma max of 4.88. It is 17.1% above the delta neutral price of 4.01. Total open interest is 11,991, +0.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about AMBP

Where is AMBP's gamma max today?

As of Sep 11, 2026, the gamma max for AMBP is 4.88, +0.9% from the 4.84 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 AMBP above or below its delta neutral price?

AMBP closed above delta neutral: 4.84 against a delta neutral price of 4.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMBP have?

11,991 contracts of open interest across 21 listed contracts on Sep 11, 2026, +0.1% 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.