FNV gamma max, delta neutral & open interest levels
As of close · rank #1631 by open interest · snapshot page
FNV closed 7.3% below its gamma max of 285.33. It is 10.1% above the delta neutral price of 239.21. Total open interest is 19,906, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FNV
Where is FNV's gamma max today?
As of Sep 11, 2026, the gamma max for FNV is 285.33, +7.3% from the 266.00 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 FNV above or below its delta neutral price?
FNV closed above delta neutral: 266.00 against a delta neutral price of 239.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FNV have?
19,906 contracts of open interest across 200 listed contracts on Sep 11, 2026, -0.2% 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.