FDS gamma max, delta neutral & open interest levels
As of close · rank #1895 by open interest · snapshot page
FDS closed 45.6% below its gamma max of 378.26. It is 13.9% below the delta neutral price of 295.93. Total open interest is 14,211, +11.9% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about FDS
Where is FDS's gamma max today?
As of Sep 11, 2026, the gamma max for FDS is 378.26, +45.6% from the 259.71 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 FDS above or below its delta neutral price?
FDS closed below delta neutral: 259.71 against a delta neutral price of 295.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FDS have?
14,211 contracts of open interest across 291 listed contracts on Sep 11, 2026, +11.9% 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.