Data through close

FRPT gamma max, delta neutral & open interest levels

As of close · rank #1567 by open interest · snapshot page

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Close
63.74
prev 65.17
Gamma max
72.73
+14.1% from close
Delta neutral
54.99
-13.7% from close
Gamma neutral
40.57
-36.4% from close
Open interest
21,608
-0.1% vs prev
Contracts listed
276
136 calls · 140 puts

FRPT closed 14.1% below its gamma max of 72.73. It is 13.7% above the delta neutral price of 54.99. Total open interest is 21,608, -0.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about FRPT

Where is FRPT's gamma max today?

As of Sep 11, 2026, the gamma max for FRPT is 72.73, +14.1% from the 63.74 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 FRPT above or below its delta neutral price?

FRPT closed above delta neutral: 63.74 against a delta neutral price of 54.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FRPT have?

21,608 contracts of open interest across 276 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.