AMZU gamma max, delta neutral & open interest levels
As of close · rank #1166 by open interest · snapshot page
AMZU closed 14.4% below its gamma max of 41.83. It is 16.4% above the delta neutral price of 30.57. Total open interest is 39,474, +1.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about AMZU
Where is AMZU's gamma max today?
As of Sep 11, 2026, the gamma max for AMZU is 41.83, +14.4% from the 36.57 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 AMZU above or below its delta neutral price?
AMZU closed above delta neutral: 36.57 against a delta neutral price of 30.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AMZU have?
39,474 contracts of open interest across 339 listed contracts on Sep 11, 2026, +1.5% 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.