Data through close

FLEX gamma max, delta neutral & open interest levels

As of close · rank #804 by open interest · snapshot page

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Close
115.78
prev 108.01
Gamma max
133.77
+15.5% from close
Delta neutral
109.11
-5.8% from close
Gamma neutral
113.12
-2.3% from close
Open interest
74,222
+0.3% vs prev
Contracts listed
386
226 calls · 182 puts

FLEX closed 15.5% below its gamma max of 133.77. It is 5.8% above the delta neutral price of 109.11. Total open interest is 74,222, +0.3% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about FLEX

Where is FLEX's gamma max today?

As of Sep 11, 2026, the gamma max for FLEX is 133.77, +15.5% from the 115.78 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 FLEX above or below its delta neutral price?

FLEX closed above delta neutral: 115.78 against a delta neutral price of 109.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FLEX have?

74,222 contracts of open interest across 386 listed contracts on Sep 11, 2026, +0.3% 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.