FAZ gamma max, delta neutral & open interest levels
As of close · rank #1840 by open interest · snapshot page
FAZ closed 0.8% above its gamma max of 32.37. It is 2.2% above the delta neutral price of 31.92. Total open interest is 15,219, +2.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FAZ
Where is FAZ's gamma max today?
As of Sep 11, 2026, the gamma max for FAZ is 32.37, -0.8% from the 32.62 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 FAZ above or below its delta neutral price?
FAZ closed above delta neutral: 32.62 against a delta neutral price of 31.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FAZ have?
15,219 contracts of open interest across 203 listed contracts on Sep 11, 2026, +2.4% 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.