FEZ gamma max, delta neutral & open interest levels
As of close · rank #692 by open interest · snapshot page
FEZ closed 7.2% below its gamma max of 74.74. It is 0.2% below the delta neutral price of 69.86. Total open interest is 95,244, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FEZ
Where is FEZ's gamma max today?
As of Sep 11, 2026, the gamma max for FEZ is 74.74, +7.2% from the 69.70 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 FEZ above or below its delta neutral price?
FEZ closed below delta neutral: 69.70 against a delta neutral price of 69.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FEZ have?
95,244 contracts of open interest across 234 listed contracts on Sep 11, 2026, +0.1% 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.