FND gamma max, delta neutral & open interest levels
As of close · rank #1141 by open interest · snapshot page
FND closed 48.8% below its gamma max of 70.46. It is 12.2% below the delta neutral price of 53.12. Total open interest is 40,772, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FND
Where is FND's gamma max today?
As of Sep 11, 2026, the gamma max for FND is 70.46, +48.8% from the 47.34 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 FND above or below its delta neutral price?
FND closed below delta neutral: 47.34 against a delta neutral price of 53.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FND have?
40,772 contracts of open interest across 201 listed contracts on Sep 11, 2026, -0.1% 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.