FSM gamma max, delta neutral & open interest levels
As of close · rank #776 by open interest · snapshot page
FSM closed 2.4% below its gamma max of 12.28. It is 48.0% above the delta neutral price of 6.24. Total open interest is 78,850, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FSM
Where is FSM's gamma max today?
As of Sep 11, 2026, the gamma max for FSM is 12.28, +2.4% from the 11.99 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 FSM above or below its delta neutral price?
FSM closed above delta neutral: 11.99 against a delta neutral price of 6.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FSM have?
78,850 contracts of open interest across 110 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.