FUTU gamma max, delta neutral & open interest levels
As of close · rank #651 by open interest · 1,379 sessions of history since Dec 1, 2020
FUTU closed 12.9% below its gamma max of 127.26. It is 0.6% above the delta neutral price of 112.05. Total open interest is 103,190, -4.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 32th |
| Open interest change, 5 sessions | -3.3% |
| Open interest change, 21 sessions | -14.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 109.50 vs 107.66 (+1.7%)
- closed below delta neutral at 105.16 vs 106.16 (-0.9%)
- closed above delta neutral at 109.02 vs 106.50 (+2.3%)
- closed below delta neutral at 104.52 vs 106.61 (-2.0%)
- closed above delta neutral at 107.04 vs 106.79 (+0.2%)
- closed below delta neutral at 144.89 vs 152.58 (-5.3%)
- closed above delta neutral at 154.85 vs 150.56 (+2.8%)
- closed below delta neutral at 154.71 vs 155.59 (-0.6%)
- closed above delta neutral at 153.24 vs 150.87 (+1.5%)
- closed below delta neutral at 154.18 vs 159.03 (-3.1%)
In today's screens
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Neighbours by open interest
Questions people ask about FUTU
Where is FUTU's gamma max today?
As of Sep 11, 2026, the gamma max for FUTU is 127.26, +12.9% from the 112.73 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 FUTU above or below its delta neutral price?
FUTU closed above delta neutral: 112.73 against a delta neutral price of 112.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FUTU have?
103,190 contracts of open interest across 722 listed contracts on Sep 11, 2026, -4.5% 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.