FTI gamma max, delta neutral & open interest levels
As of close · rank #1310 by open interest · snapshot page
FTI closed 7.7% below its gamma max of 82.23. It is 9.9% above the delta neutral price of 68.75. Total open interest is 31,492, -0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FTI
Where is FTI's gamma max today?
As of Sep 11, 2026, the gamma max for FTI is 82.23, +7.7% from the 76.34 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 FTI above or below its delta neutral price?
FTI closed above delta neutral: 76.34 against a delta neutral price of 68.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FTI have?
31,492 contracts of open interest across 96 listed contracts on Sep 11, 2026, -0.9% 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.