FANG gamma max, delta neutral & open interest levels
As of close · rank #787 by open interest · snapshot page
FANG closed 7.2% below its gamma max of 219.82. It is 10.5% above the delta neutral price of 183.48. Total open interest is 76,928, +2.8% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about FANG
Where is FANG's gamma max today?
As of Sep 11, 2026, the gamma max for FANG is 219.82, +7.2% from the 204.97 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 FANG above or below its delta neutral price?
FANG closed above delta neutral: 204.97 against a delta neutral price of 183.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FANG have?
76,928 contracts of open interest across 382 listed contracts on Sep 11, 2026, +2.8% 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.