FCEL gamma max, delta neutral & open interest levels
As of close · rank #477 by open interest · 1,379 sessions of history since Dec 1, 2020
FCEL closed 21.7% below its gamma max of 19.34. It is 18.4% above the delta neutral price of 12.97. Total open interest is 173,074, -6.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 28% |
| Gamma max crosses | 33 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 81th |
| Open interest change, 5 sessions | -3.2% |
| Open interest change, 21 sessions | +7.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 19.66 vs 20.29 (-3.2%)
- closed above gamma max at 18.50 vs 3.71 (+79.9%)
- closed below gamma max at 21.35 vs 23.33 (-9.3%)
- closed above gamma max at 19.08 vs 11.70 (+38.7%)
- closed below gamma max at 23.00 vs 24.50 (-6.5%)
- closed above gamma max at 24.04 vs 16.71 (+30.5%)
- closed below gamma max at 19.75 vs 20.40 (-3.3%)
- closed above gamma max at 16.94 vs 15.95 (+5.8%)
- closed below gamma max at 15.49 vs 17.32 (-11.7%)
- closed above gamma max at 17.28 vs 15.68 (+9.3%)
In today's screens
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Neighbours by open interest
Questions people ask about FCEL
Where is FCEL's gamma max today?
As of Sep 11, 2026, the gamma max for FCEL is 19.34, +21.7% from the 15.89 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 FCEL above or below its delta neutral price?
FCEL closed above delta neutral: 15.89 against a delta neutral price of 12.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FCEL have?
173,074 contracts of open interest across 542 listed contracts on Sep 11, 2026, -6.7% 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.