FIVN gamma max, delta neutral & open interest levels
As of close · rank #826 by open interest · snapshot page
FIVN closed 28.5% above its gamma max of 21.91. It is 44.1% above the delta neutral price of 17.13. Total open interest is 71,024, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FIVN
Where is FIVN's gamma max today?
As of Sep 11, 2026, the gamma max for FIVN is 21.91, -28.5% from the 30.66 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 FIVN above or below its delta neutral price?
FIVN closed above delta neutral: 30.66 against a delta neutral price of 17.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FIVN have?
71,024 contracts of open interest across 172 listed contracts on Sep 11, 2026, -0.1% 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.