FOUR gamma max, delta neutral & open interest levels
As of close · rank #699 by open interest · snapshot page
FOUR closed 19.3% below its gamma max of 53.76. It is 5.4% above the delta neutral price of 42.62. Total open interest is 93,297, -0.5% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about FOUR
Where is FOUR's gamma max today?
As of Sep 11, 2026, the gamma max for FOUR is 53.76, +19.3% from the 45.05 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 FOUR above or below its delta neutral price?
FOUR closed above delta neutral: 45.05 against a delta neutral price of 42.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FOUR have?
93,297 contracts of open interest across 217 listed contracts on Sep 11, 2026, -0.5% 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.