FIG gamma max, delta neutral & open interest levels
As of close · rank #288 by open interest · 279 sessions of history since Aug 5, 2025
FIG closed 17.3% below its gamma max of 27.22. It is 6.4% above the delta neutral price of 21.71. Total open interest is 351,277, -6.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 60th |
| Open interest change, 5 sessions | -0.2% |
| Open interest change, 21 sessions | -15.8% |
| History available | Aug 5, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 28.82 vs 30.60 (-6.2%)
- closed above gamma max at 30.62 vs 30.02 (+2.0%)
- closed above delta neutral at 18.61 vs 17.47 (+6.1%)
- closed below delta neutral at 16.85 vs 17.76 (-5.4%)
- closed above delta neutral at 18.63 vs 18.18 (+2.4%)
- closed below delta neutral at 19.35 vs 19.58 (-1.2%)
- closed below gamma max at 24.23 vs 25.64 (-5.8%)
- closed above gamma max at 27.12 vs 26.05 (+3.9%)
- closed below gamma max at 24.36 vs 25.05 (-2.8%)
- closed above gamma max at 22.92 vs 21.99 (+4.1%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about FIG
Where is FIG's gamma max today?
As of Sep 11, 2026, the gamma max for FIG is 27.22, +17.3% from the 23.20 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 FIG above or below its delta neutral price?
FIG closed above delta neutral: 23.20 against a delta neutral price of 21.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FIG have?
351,277 contracts of open interest across 520 listed contracts on Sep 11, 2026, -6.7% 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.