FICO gamma max, delta neutral & open interest levels
As of close · rank #1651 by open interest · snapshot page
FICO closed 31.2% below its gamma max of 1,293.11. It is 4.1% below the delta neutral price of 1,025.51. Total open interest is 19,531, +3.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FICO
Where is FICO's gamma max today?
As of Sep 11, 2026, the gamma max for FICO is 1,293.11, +31.2% from the 985.39 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 FICO above or below its delta neutral price?
FICO closed below delta neutral: 985.39 against a delta neutral price of 1,025.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FICO have?
19,531 contracts of open interest across 1,167 listed contracts on Sep 11, 2026, +3.7% 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.