FLR gamma max, delta neutral & open interest levels
As of close · rank #581 by open interest · 1,379 sessions of history since Dec 1, 2020
FLR closed 9.5% below its gamma max of 59.35. It is 11.6% above the delta neutral price of 47.91. Total open interest is 124,988, +0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 33th |
| Open interest change, 5 sessions | +0.5% |
| Open interest change, 21 sessions | -7.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 50.35 vs 50.78 (-0.9%)
- closed above gamma max at 49.19 vs 48.98 (+0.4%)
- closed above delta neutral at 43.65 vs 40.63 (+6.9%)
- closed below delta neutral at 43.31 vs 43.39 (-0.2%)
- closed below gamma max at 54.32 vs 55.92 (-3.0%)
- closed above gamma max at 53.06 vs 52.49 (+1.1%)
- closed below gamma max at 52.47 vs 52.53 (-0.1%)
- closed above gamma max at 53.33 vs 51.89 (+2.7%)
- closed below gamma max at 52.09 vs 52.92 (-1.6%)
- closed above gamma max at 53.10 vs 52.55 (+1.0%)
In today's screens
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Neighbours by open interest
Questions people ask about FLR
Where is FLR's gamma max today?
As of Sep 11, 2026, the gamma max for FLR is 59.35, +9.5% from the 54.20 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 FLR above or below its delta neutral price?
FLR closed above delta neutral: 54.20 against a delta neutral price of 47.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FLR have?
124,988 contracts of open interest across 224 listed contracts on Sep 11, 2026, +0.9% 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.