FHN gamma max, delta neutral & open interest levels
As of close · rank #289 by open interest · 1,379 sessions of history since Dec 1, 2020
FHN closed 13.3% below its gamma max of 27.73. It is 11.9% above the delta neutral price of 21.55. Total open interest is 350,929, -0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 67th |
| Open interest change, 5 sessions | +0.1% |
| Open interest change, 21 sessions | +6.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 24.54 vs 24.62 (-0.3%)
- closed above gamma max at 24.61 vs 24.61 (+0.0%)
- closed below gamma max at 23.10 vs 23.32 (-0.9%)
- closed above gamma max at 23.23 vs 23.00 (+1.0%)
- closed below gamma max at 22.56 vs 24.02 (-6.5%)
- closed above gamma max at 22.21 vs 21.99 (+1.0%)
- closed below gamma max at 21.22 vs 21.48 (-1.2%)
- closed above gamma max at 21.49 vs 21.27 (+1.0%)
- closed below gamma max at 21.20 vs 21.27 (-0.3%)
- closed above gamma max at 20.91 vs 20.82 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about FHN
Where is FHN's gamma max today?
As of Sep 11, 2026, the gamma max for FHN is 27.73, +13.3% from the 24.47 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 FHN above or below its delta neutral price?
FHN closed above delta neutral: 24.47 against a delta neutral price of 21.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FHN have?
350,929 contracts of open interest across 116 listed contracts on Sep 11, 2026, -0.2% 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.