FIS gamma max, delta neutral & open interest levels
As of close · rank #1037 by open interest · snapshot page
FIS closed 9.5% below its gamma max of 41.78. It is 4.9% below the delta neutral price of 40.01. Total open interest is 47,393, -1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FIS
Where is FIS's gamma max today?
As of Sep 11, 2026, the gamma max for FIS is 41.78, +9.5% from the 38.14 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 FIS above or below its delta neutral price?
FIS closed below delta neutral: 38.14 against a delta neutral price of 40.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FIS have?
47,393 contracts of open interest across 397 listed contracts on Sep 11, 2026, -1.7% 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.