FAS gamma max, delta neutral & open interest levels
As of close · rank #1067 by open interest · snapshot page
FAS closed 2.6% below its gamma max of 178.42. It is 27.3% above the delta neutral price of 126.35. Total open interest is 45,371, -10.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FAS
Where is FAS's gamma max today?
As of Sep 11, 2026, the gamma max for FAS is 178.42, +2.6% from the 173.91 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 FAS above or below its delta neutral price?
FAS closed above delta neutral: 173.91 against a delta neutral price of 126.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FAS have?
45,371 contracts of open interest across 1,209 listed contracts on Sep 11, 2026, -10.1% 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.