AMD gamma max, delta neutral & open interest levels
As of close · rank #32 by open interest · 1,378 sessions of history since Dec 1, 2020
AMD closed 4.3% below its gamma max of 538.19. It is 30.7% above the delta neutral price of 357.61. Total open interest is 3,117,578, -4.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 40th |
| Open interest change, 5 sessions | -1.0% |
| Open interest change, 21 sessions | -2.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 521.09 vs 543.01 (-4.2%)
- closed above gamma max at 505.74 vs 493.91 (+2.3%)
- closed below gamma max at 540.88 vs 597.51 (-10.5%)
- closed above gamma max at 580.91 vs 578.97 (+0.3%)
- closed below gamma max at 516.10 vs 532.24 (-3.1%)
- closed above gamma max at 518.09 vs 516.59 (+0.3%)
- closed below gamma max at 495.54 vs 510.38 (-3.0%)
- closed above gamma max at 503.89 vs 488.44 (+3.1%)
- closed below gamma max at 458.79 vs 465.34 (-1.4%)
- closed above gamma max at 455.19 vs 425.95 (+6.4%)
In today's screens
Neighbours by open interest
Questions people ask about AMD
Where is AMD's gamma max today?
As of Sep 11, 2026, the gamma max for AMD is 538.19, +4.3% from the 516.13 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 AMD above or below its delta neutral price?
AMD closed above delta neutral: 516.13 against a delta neutral price of 357.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AMD have?
3,117,578 contracts of open interest across 4,367 listed contracts on Sep 11, 2026, -4.2% 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.