Data through close

AMC gamma max, delta neutral & open interest levels

As of close · rank #110 by open interest · 1,376 sessions of history since Dec 1, 2020

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Close
2.46
prev 2.36
Gamma max
2.85
+16.0% from close
Delta neutral
1.70
-30.7% from close
Gamma neutral
2.46
0.0% from close
Open interest
978,755
-5.2% vs prev
Contracts listed
212
120 calls · 101 puts

AMC closed 16.0% below its gamma max of 2.85. It is 30.7% above the delta neutral price of 1.70. Total open interest is 978,755, -5.2% 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 max20%
Gamma max crosses26
Delta neutral crosses2
Open interest percentile (1y)46th
Open interest change, 5 sessions+3.6%
Open interest change, 21 sessions-11.6%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 2.57 vs 2.63 (-2.5%)
  2. closed above gamma max at 2.07 vs 2.00 (+3.4%)
  3. closed below gamma max at 1.90 vs 1.98 (-4.3%)
  4. closed above gamma max at 2.15 vs 2.02 (+6.2%)
  5. closed below gamma max at 1.88 vs 1.95 (-3.5%)
  6. closed above gamma max at 2.08 vs 1.96 (+5.6%)
  7. closed below gamma max at 1.94 vs 1.94 (-0.2%)
  8. closed above gamma max at 1.73 vs 1.61 (+7.1%)
  9. closed below gamma max at 1.58 vs 1.72 (-8.7%)
  10. closed above gamma max at 1.58 vs 1.50 (+5.0%)

In today's screens

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Neighbours by open interest

Questions people ask about AMC

Where is AMC's gamma max today?

As of Sep 11, 2026, the gamma max for AMC is 2.85, +16.0% from the 2.46 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 AMC above or below its delta neutral price?

AMC closed above delta neutral: 2.46 against a delta neutral price of 1.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMC have?

978,755 contracts of open interest across 212 listed contracts on Sep 11, 2026, -5.2% 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.