FNF gamma max, delta neutral & open interest levels
As of close · rank #1828 by open interest · snapshot page
FNF closed 77.0% below its gamma max of 78.13. It is 21.6% below the delta neutral price of 53.68. Total open interest is 15,436, +7.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FNF
Where is FNF's gamma max today?
As of Sep 11, 2026, the gamma max for FNF is 78.13, +77.0% from the 44.13 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 FNF above or below its delta neutral price?
FNF closed below delta neutral: 44.13 against a delta neutral price of 53.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FNF have?
15,436 contracts of open interest across 49 listed contracts on Sep 11, 2026, +7.0% 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.