FTNT gamma max, delta neutral & open interest levels
As of close · rank #478 by open interest · 1,379 sessions of history since Dec 1, 2020
FTNT closed 13.1% below its gamma max of 176.56. It is 16.3% above the delta neutral price of 130.57. Total open interest is 172,514, -2.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 22 |
| Open interest percentile (1y) | 14th |
| Open interest change, 5 sessions | -3.3% |
| Open interest change, 21 sessions | -6.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 149.67 vs 155.64 (-4.0%)
- closed above gamma max at 147.14 vs 144.15 (+2.0%)
- closed below gamma max at 129.50 vs 131.82 (-1.8%)
- closed above gamma max at 127.64 vs 127.06 (+0.5%)
- closed below gamma max at 122.78 vs 127.64 (-4.0%)
- closed above gamma max at 117.69 vs 115.18 (+2.1%)
- closed below gamma max at 114.07 vs 118.05 (-3.5%)
- closed above gamma max at 107.97 vs 103.67 (+4.0%)
- closed above delta neutral at 84.35 vs 84.26 (+0.1%)
- closed below delta neutral at 82.76 vs 83.34 (-0.7%)
In today's screens
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Neighbours by open interest
Questions people ask about FTNT
Where is FTNT's gamma max today?
As of Sep 11, 2026, the gamma max for FTNT is 176.56, +13.1% from the 156.07 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 FTNT above or below its delta neutral price?
FTNT closed above delta neutral: 156.07 against a delta neutral price of 130.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FTNT have?
172,514 contracts of open interest across 733 listed contracts on Sep 11, 2026, -2.4% 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.