FROG gamma max, delta neutral & open interest levels
As of close · rank #1100 by open interest · snapshot page
FROG closed 20.4% below its gamma max of 105.00. It is 12.4% above the delta neutral price of 76.34. Total open interest is 43,278, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FROG
Where is FROG's gamma max today?
As of Sep 11, 2026, the gamma max for FROG is 105.00, +20.4% from the 87.18 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 FROG above or below its delta neutral price?
FROG closed above delta neutral: 87.18 against a delta neutral price of 76.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FROG have?
43,278 contracts of open interest across 395 listed contracts on Sep 11, 2026, +0.1% 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.