FN gamma max, delta neutral & open interest levels
As of close · rank #1370 by open interest · snapshot page
FN closed 16.5% below its gamma max of 483.05. It is 1.9% below the delta neutral price of 422.27. Total open interest is 28,792, +1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FN
Where is FN's gamma max today?
As of Sep 11, 2026, the gamma max for FN is 483.05, +16.5% from the 414.58 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 FN above or below its delta neutral price?
FN closed below delta neutral: 414.58 against a delta neutral price of 422.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FN have?
28,792 contracts of open interest across 705 listed contracts on Sep 11, 2026, +1.3% 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.