FUN gamma max, delta neutral & open interest levels
As of close · rank #815 by open interest · snapshot page
FUN closed 59.3% below its gamma max of 20.90. It is 11.8% below the delta neutral price of 14.67. Total open interest is 73,222, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about FUN
Where is FUN's gamma max today?
As of Sep 11, 2026, the gamma max for FUN is 20.90, +59.3% from the 13.12 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 FUN above or below its delta neutral price?
FUN closed below delta neutral: 13.12 against a delta neutral price of 14.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FUN have?
73,222 contracts of open interest across 133 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.