FMC gamma max, delta neutral & open interest levels
As of close · rank #729 by open interest · snapshot page
FMC closed 12.9% below its gamma max of 12.88. It is 10.8% above the delta neutral price of 10.17. Total open interest is 87,293, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FMC
Where is FMC's gamma max today?
As of Sep 11, 2026, the gamma max for FMC is 12.88, +12.9% from the 11.40 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 FMC above or below its delta neutral price?
FMC closed above delta neutral: 11.40 against a delta neutral price of 10.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FMC have?
87,293 contracts of open interest across 128 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.