FCX gamma max, delta neutral & open interest levels
As of close · rank #97 by open interest · 1,379 sessions of history since Dec 1, 2020
FCX closed 11.5% below its gamma max of 79.25. It is 12.7% above the delta neutral price of 62.06. Total open interest is 1,082,971, -1.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 18th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | -7.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 79.05 vs 80.66 (-2.0%)
- closed above gamma max at 71.25 vs 70.97 (+0.4%)
- closed below gamma max at 70.64 vs 73.53 (-4.1%)
- closed above gamma max at 71.72 vs 71.11 (+0.9%)
- closed below gamma max at 68.38 vs 70.76 (-3.5%)
- closed above gamma max at 67.88 vs 67.81 (+0.1%)
- closed below gamma max at 59.96 vs 60.20 (-0.4%)
- closed above gamma max at 58.71 vs 56.78 (+3.3%)
- closed below gamma max at 55.50 vs 56.51 (-1.8%)
- closed above gamma max at 56.15 vs 55.29 (+1.5%)
In today's screens
Neighbours by open interest
Questions people ask about FCX
Where is FCX's gamma max today?
As of Sep 11, 2026, the gamma max for FCX is 79.25, +11.5% from the 71.07 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 FCX above or below its delta neutral price?
FCX closed above delta neutral: 71.07 against a delta neutral price of 62.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FCX have?
1,082,971 contracts of open interest across 749 listed contracts on Sep 11, 2026, -1.8% 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.