Data through close

FBTC gamma max, delta neutral & open interest levels

As of close · rank #630 by open interest · 452 sessions of history since Nov 21, 2024

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Close
67.17
prev 67.06
Gamma max
86.36
+28.6% from close
Delta neutral
52.40
-22.0% from close
Gamma neutral
67.17
0.0% from close
Open interest
108,726
-0.9% vs prev
Contracts listed
561
336 calls · 225 puts

FBTC closed 28.6% below its gamma max of 86.36. It is 22.0% above the delta neutral price of 52.40. Total open interest is 108,726, -0.9% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max12%
Gamma max crosses32
Delta neutral crosses10
Open interest percentile (1y)47th
Open interest change, 5 sessions-0.5%
Open interest change, 21 sessions-17.5%
History availableNov 21, 2024 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 67.02 vs 69.60 (-3.9%)
  2. closed above gamma max at 63.27 vs 61.75 (+2.4%)
  3. closed below gamma max at 56.53 vs 61.75 (-9.2%)
  4. closed above gamma max at 55.89 vs 55.87 (+0.0%)
  5. closed below gamma max at 55.83 vs 59.67 (-6.9%)
  6. closed above gamma max at 57.83 vs 56.62 (+2.1%)
  7. closed below gamma max at 55.62 vs 57.72 (-3.8%)
  8. closed above gamma max at 54.96 vs 54.06 (+1.6%)
  9. closed below gamma max at 54.17 vs 55.37 (-2.2%)
  10. closed above gamma max at 53.52 vs 53.34 (+0.3%)

In today's screens

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Neighbours by open interest

Questions people ask about FBTC

Where is FBTC's gamma max today?

As of Sep 11, 2026, the gamma max for FBTC is 86.36, +28.6% from the 67.17 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 FBTC above or below its delta neutral price?

FBTC closed above delta neutral: 67.17 against a delta neutral price of 52.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FBTC have?

108,726 contracts of open interest across 561 listed contracts on Sep 11, 2026, -0.9% 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.