Data through close

FSK gamma max, delta neutral & open interest levels

As of close · rank #963 by open interest · snapshot page

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Close
11.89
prev 11.89
Gamma max
12.59
+5.9% from close
Delta neutral
12.37
+4.1% from close
Gamma neutral
11.26
-5.3% from close
Open interest
55,617
+1.3% vs prev
Contracts listed
62
40 calls · 36 puts

FSK closed 5.9% below its gamma max of 12.59. It is 4.1% below the delta neutral price of 12.37. Total open interest is 55,617, +1.3% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about FSK

Where is FSK's gamma max today?

As of Sep 11, 2026, the gamma max for FSK is 12.59, +5.9% from the 11.89 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 FSK above or below its delta neutral price?

FSK closed below delta neutral: 11.89 against a delta neutral price of 12.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FSK have?

55,617 contracts of open interest across 62 listed contracts on Sep 11, 2026, +1.3% 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.