FE gamma max, delta neutral & open interest levels
As of close · rank #855 by open interest · snapshot page
FE closed 3.2% below its gamma max of 47.59. It is 1.4% above the delta neutral price of 45.48. Total open interest is 68,282, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FE
Where is FE's gamma max today?
As of Sep 11, 2026, the gamma max for FE is 47.59, +3.2% from the 46.13 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 FE above or below its delta neutral price?
FE closed above delta neutral: 46.13 against a delta neutral price of 45.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FE have?
68,282 contracts of open interest across 177 listed contracts on Sep 11, 2026, +0.3% 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.