AMZN gamma max, delta neutral & open interest levels
As of close · rank #20 by open interest · 1,378 sessions of history since Dec 1, 2020
AMZN closed 8.7% below its gamma max of 279.15. It is 8.6% above the delta neutral price of 234.77. Total open interest is 4,575,298, -2.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 46th |
| Open interest change, 5 sessions | -0.4% |
| Open interest change, 21 sessions | -4.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 277.42 vs 289.60 (-4.4%)
- closed above gamma max at 284.02 vs 282.09 (+0.7%)
- closed below gamma max at 261.07 vs 268.63 (-2.9%)
- closed above gamma max at 263.93 vs 262.38 (+0.6%)
- closed below gamma max at 248.41 vs 251.80 (-1.4%)
- closed above gamma max at 248.97 vs 246.16 (+1.1%)
- closed below gamma max at 238.38 vs 238.82 (-0.2%)
- closed above gamma max at 233.65 vs 230.82 (+1.2%)
- closed above delta neutral at 200.95 vs 199.46 (+0.7%)
- closed below delta neutral at 199.34 vs 199.81 (-0.2%)
In today's screens
Neighbours by open interest
Questions people ask about AMZN
Where is AMZN's gamma max today?
As of Sep 11, 2026, the gamma max for AMZN is 279.15, +8.7% from the 256.78 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 AMZN above or below its delta neutral price?
AMZN closed above delta neutral: 256.78 against a delta neutral price of 234.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AMZN have?
4,575,298 contracts of open interest across 1,979 listed contracts on Sep 11, 2026, -2.7% 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.