AMGN gamma max, delta neutral & open interest levels
As of close · rank #513 by open interest · 1,378 sessions of history since Dec 1, 2020
AMGN closed 18.0% below its gamma max of 445.23. It is 4.6% below the delta neutral price of 394.69. Total open interest is 152,530, -4.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 92th |
| Open interest change, 5 sessions | -1.3% |
| Open interest change, 21 sessions | +19.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 393.17 vs 401.55 (-2.1%)
- closed below gamma max at 433.73 vs 440.47 (-1.6%)
- closed above gamma max at 442.36 vs 439.26 (+0.7%)
- closed above delta neutral at 338.22 vs 333.31 (+1.5%)
- closed below delta neutral at 329.13 vs 331.12 (-0.6%)
- closed above delta neutral at 331.57 vs 331.34 (+0.1%)
- closed below delta neutral at 336.34 vs 338.84 (-0.7%)
- closed above delta neutral at 336.47 vs 336.02 (+0.1%)
- closed below delta neutral at 336.17 vs 339.66 (-1.0%)
- closed above delta neutral at 329.41 vs 329.00 (+0.1%)
In today's screens
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Neighbours by open interest
Questions people ask about AMGN
Where is AMGN's gamma max today?
As of Sep 11, 2026, the gamma max for AMGN is 445.23, +18.0% from the 377.35 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 AMGN above or below its delta neutral price?
AMGN closed below delta neutral: 377.35 against a delta neutral price of 394.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AMGN have?
152,530 contracts of open interest across 1,015 listed contracts on Sep 11, 2026, -4.6% 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.