FIVE gamma max, delta neutral & open interest levels
As of close · rank #1748 by open interest · snapshot page
FIVE closed 6.6% below its gamma max of 260.81. It is 8.0% above the delta neutral price of 225.05. Total open interest is 17,070, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FIVE
Where is FIVE's gamma max today?
As of Sep 11, 2026, the gamma max for FIVE is 260.81, +6.6% from the 244.60 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 FIVE above or below its delta neutral price?
FIVE closed above delta neutral: 244.60 against a delta neutral price of 225.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FIVE have?
17,070 contracts of open interest across 330 listed contracts on Sep 11, 2026, +0.4% 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.