AMRZ gamma max, delta neutral & open interest levels
As of close · rank #1146 by open interest · snapshot page
AMRZ closed 64.0% below its gamma max of 66.47. It is 21.8% below the delta neutral price of 49.34. Total open interest is 40,637, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AMRZ
Where is AMRZ's gamma max today?
As of Sep 11, 2026, the gamma max for AMRZ is 66.47, +64.0% from the 40.52 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 AMRZ above or below its delta neutral price?
AMRZ closed below delta neutral: 40.52 against a delta neutral price of 49.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AMRZ have?
40,637 contracts of open interest across 147 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.