FDX gamma max, delta neutral & open interest levels
As of close · rank #1052 by open interest · snapshot page
FDX closed 8.3% below its gamma max of 337.88. It is 2.1% below the delta neutral price of 318.68. Total open interest is 46,649, -8.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FDX
Where is FDX's gamma max today?
As of Sep 11, 2026, the gamma max for FDX is 337.88, +8.3% from the 311.99 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 FDX above or below its delta neutral price?
FDX closed below delta neutral: 311.99 against a delta neutral price of 318.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FDX have?
46,649 contracts of open interest across 579 listed contracts on Sep 11, 2026, -8.3% 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.