FRVO gamma max, delta neutral & open interest levels
As of close · rank #713 by open interest · snapshot page
FRVO closed 20.4% below its gamma max of 18.77. It is 2.1% above the delta neutral price of 15.26. Total open interest is 91,626, +10.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FRVO
Where is FRVO's gamma max today?
As of Sep 11, 2026, the gamma max for FRVO is 18.77, +20.4% from the 15.59 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 FRVO above or below its delta neutral price?
FRVO closed above delta neutral: 15.59 against a delta neutral price of 15.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FRVO have?
91,626 contracts of open interest across 146 listed contracts on Sep 11, 2026, +10.6% 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.