FLY gamma max, delta neutral & open interest levels
As of close · rank #482 by open interest · 442 sessions of history since Dec 1, 2020
FLY closed 25.1% below its gamma max of 26.43. It is 16.9% above the delta neutral price of 17.56. Total open interest is 167,779, -2.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 15% |
| Gamma max crosses | 32 |
| Delta neutral crosses | 11 |
| Open interest percentile (1y) | 78th |
| Open interest change, 5 sessions | -1.2% |
| Open interest change, 21 sessions | -19.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 22.84 vs 23.96 (-4.9%)
- closed above gamma max at 20.33 vs 19.96 (+1.8%)
- closed above delta neutral at 19.67 vs 18.05 (+8.2%)
- closed below delta neutral at 20.94 vs 21.58 (-3.0%)
- closed above delta neutral at 21.55 vs 21.53 (+0.1%)
- closed below delta neutral at 22.27 vs 22.29 (-0.1%)
- closed above delta neutral at 25.40 vs 24.60 (+3.2%)
- closed below delta neutral at 24.91 vs 25.45 (-2.2%)
- closed below gamma max at 50.23 vs 58.82 (-17.1%)
- closed above gamma max at 49.37 vs 43.30 (+12.3%)
In today's screens
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Neighbours by open interest
Questions people ask about FLY
Where is FLY's gamma max today?
As of Sep 11, 2026, the gamma max for FLY is 26.43, +25.1% from the 21.13 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 FLY above or below its delta neutral price?
FLY closed above delta neutral: 21.13 against a delta neutral price of 17.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FLY have?
167,779 contracts of open interest across 527 listed contracts on Sep 11, 2026, -2.7% 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.