FFIV gamma max, delta neutral & open interest levels
As of close · rank #2069 by open interest · snapshot page
FFIV closed 5.3% below its gamma max of 433.69. It is 9.7% above the delta neutral price of 371.88. Total open interest is 11,138, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FFIV
Where is FFIV's gamma max today?
As of Sep 11, 2026, the gamma max for FFIV is 433.69, +5.3% from the 411.71 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 FFIV above or below its delta neutral price?
FFIV closed above delta neutral: 411.71 against a delta neutral price of 371.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FFIV have?
11,138 contracts of open interest across 471 listed contracts on Sep 11, 2026, +0.5% 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.