FFAI gamma max, delta neutral & open interest levels
As of close · rank #766 by open interest · snapshot page
FFAI closed 24.3% below its gamma max of 2.08. It is 17.1% below the delta neutral price of 1.96. What gamma max means · What delta neutral means
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Questions people ask about FFAI
Where is FFAI's gamma max today?
As of Sep 11, 2026, the gamma max for FFAI is 2.08, +24.3% from the 1.67 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 FFAI above or below its delta neutral price?
FFAI closed below delta neutral: 1.67 against a delta neutral price of 1.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FFAI have?
79,852 contracts of open interest across 41 listed contracts on Sep 11, 2026. 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.