FOXA gamma max, delta neutral & open interest levels
As of close · rank #988 by open interest · snapshot page
FOXA closed 5.2% below its gamma max of 69.37. It is 13.7% above the delta neutral price of 56.89. Total open interest is 52,691, -2.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FOXA
Where is FOXA's gamma max today?
As of Sep 11, 2026, the gamma max for FOXA is 69.37, +5.2% from the 65.94 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 FOXA above or below its delta neutral price?
FOXA closed above delta neutral: 65.94 against a delta neutral price of 56.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FOXA have?
52,691 contracts of open interest across 157 listed contracts on Sep 11, 2026, -2.1% 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.