AME gamma max, delta neutral & open interest levels
As of close · rank #1658 by open interest · snapshot page
AME closed 6.4% below its gamma max of 257.25. It is 4.3% above the delta neutral price of 231.47. Total open interest is 19,385, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AME
Where is AME's gamma max today?
As of Sep 11, 2026, the gamma max for AME is 257.25, +6.4% from the 241.87 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 AME above or below its delta neutral price?
AME closed above delta neutral: 241.87 against a delta neutral price of 231.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AME have?
19,385 contracts of open interest across 159 listed contracts on Sep 11, 2026, +1.9% 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.