FSLY gamma max, delta neutral & open interest levels
As of close · rank #398 by open interest · 1,379 sessions of history since Dec 1, 2020
FSLY closed 7.8% below its gamma max of 24.98. It is 17.6% above the delta neutral price of 19.09. Total open interest is 222,216, -4.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 16% |
| Gamma max crosses | 35 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 87th |
| Open interest change, 5 sessions | +9.1% |
| Open interest change, 21 sessions | +20.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 22.71 vs 24.50 (-7.9%)
- closed above gamma max at 30.02 vs 29.49 (+1.8%)
- closed below gamma max at 28.53 vs 28.90 (-1.3%)
- closed above gamma max at 27.75 vs 25.19 (+9.2%)
- closed below gamma max at 22.68 vs 26.31 (-16.0%)
- closed above gamma max at 24.95 vs 23.81 (+4.6%)
- closed below gamma max at 22.66 vs 23.08 (-1.8%)
- closed above gamma max at 21.55 vs 20.59 (+4.4%)
- closed below gamma max at 20.00 vs 20.70 (-3.5%)
- closed above gamma max at 20.90 vs 20.45 (+2.2%)
In today's screens
Neighbours by open interest
Questions people ask about FSLY
Where is FSLY's gamma max today?
As of Sep 11, 2026, the gamma max for FSLY is 24.98, +7.8% from the 23.16 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 FSLY above or below its delta neutral price?
FSLY closed above delta neutral: 23.16 against a delta neutral price of 19.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FSLY have?
222,216 contracts of open interest across 437 listed contracts on Sep 11, 2026, -4.3% 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.