F gamma max, delta neutral & open interest levels
As of close · rank #59 by open interest · 1,379 sessions of history since Dec 1, 2020
F closed 10.8% below its gamma max of 15.48. It is 2.9% above the delta neutral price of 13.56. Total open interest is 1,841,481, -2.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 41th |
| Open interest change, 5 sessions | -0.3% |
| Open interest change, 21 sessions | -3.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 16.16 vs 16.39 (-1.5%)
- closed above gamma max at 15.89 vs 15.66 (+1.4%)
- closed below gamma max at 15.32 vs 15.42 (-0.7%)
- closed above gamma max at 14.93 vs 14.24 (+4.6%)
- closed above delta neutral at 13.57 vs 11.99 (+11.6%)
- closed below delta neutral at 12.18 vs 12.22 (-0.3%)
- closed above delta neutral at 12.16 vs 12.12 (+0.4%)
- closed below delta neutral at 12.08 vs 12.26 (-1.5%)
- closed above delta neutral at 12.71 vs 12.24 (+3.7%)
- closed below delta neutral at 12.13 vs 12.19 (-0.5%)
In today's screens
Neighbours by open interest
Questions people ask about F
Where is F's gamma max today?
As of Sep 11, 2026, the gamma max for F is 15.48, +10.8% from the 13.97 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 F above or below its delta neutral price?
F closed above delta neutral: 13.97 against a delta neutral price of 13.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does F have?
1,841,481 contracts of open interest across 558 listed contracts on Sep 11, 2026, -2.0% 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.