FISV gamma max, delta neutral & open interest levels
As of close · rank #320 by open interest · 841 sessions of history since Dec 1, 2020
FISV closed 11.1% below its gamma max of 57.32. It is 0.6% above the delta neutral price of 51.26. Total open interest is 299,192, -1.8% 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 | 33 |
| Open interest percentile (1y) | 40th |
| Open interest change, 5 sessions | -44.8% |
| Open interest change, 21 sessions | -47.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 51.58 vs 51.26 (+0.6%)
- closed below delta neutral at 50.86 vs 52.57 (-3.4%)
- closed above delta neutral at 52.73 vs 52.64 (+0.2%)
- closed below delta neutral at 51.67 vs 52.68 (-2.0%)
- closed above delta neutral at 53.18 vs 52.78 (+0.7%)
- closed below delta neutral at 52.44 vs 52.68 (-0.4%)
- closed above delta neutral at 52.96 vs 52.84 (+0.2%)
- closed below delta neutral at 52.21 vs 52.85 (-1.2%)
- closed above delta neutral at 55.50 vs 53.15 (+4.2%)
- closed below delta neutral at 52.41 vs 52.91 (-0.9%)
In today's screens
Neighbours by open interest
Questions people ask about FISV
Where is FISV's gamma max today?
As of Sep 11, 2026, the gamma max for FISV is 57.32, +11.1% from the 51.58 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 FISV above or below its delta neutral price?
FISV closed above delta neutral: 51.58 against a delta neutral price of 51.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FISV have?
299,192 contracts of open interest across 449 listed contracts on Sep 11, 2026, -1.8% 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.