AMCR gamma max, delta neutral & open interest levels
As of close · rank #1531 by open interest · snapshot page
AMCR closed 14.5% below its gamma max of 48.48. It is 0.5% above the delta neutral price of 42.13. Total open interest is 22,390, -0.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about AMCR
Where is AMCR's gamma max today?
As of Sep 11, 2026, the gamma max for AMCR is 48.48, +14.5% from the 42.32 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 AMCR above or below its delta neutral price?
AMCR closed above delta neutral: 42.32 against a delta neutral price of 42.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AMCR have?
22,390 contracts of open interest across 151 listed contracts on Sep 11, 2026, -0.0% 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.