FPS gamma max, delta neutral & open interest levels
As of close · rank #690 by open interest · snapshot page
FPS closed 7.6% below its gamma max of 34.23. It is 17.3% above the delta neutral price of 26.32. Total open interest is 95,527, +13.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FPS
Where is FPS's gamma max today?
As of Sep 11, 2026, the gamma max for FPS is 34.23, +7.6% from the 31.82 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 FPS above or below its delta neutral price?
FPS closed above delta neutral: 31.82 against a delta neutral price of 26.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FPS have?
95,527 contracts of open interest across 205 listed contracts on Sep 11, 2026, +13.2% 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.