FXI gamma max, delta neutral & open interest levels
As of close · rank #25 by open interest · 1,379 sessions of history since Dec 1, 2020
FXI closed 11.5% below its gamma max of 38.45. It is 2.1% below the delta neutral price of 35.23. Total open interest is 3,828,527, -0.4% 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 | 29 |
| Open interest percentile (1y) | 31th |
| Open interest change, 5 sessions | +2.6% |
| Open interest change, 21 sessions | +5.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 35.00 vs 35.35 (-1.0%)
- closed above delta neutral at 35.88 vs 35.61 (+0.8%)
- closed below delta neutral at 35.37 vs 35.42 (-0.1%)
- closed above delta neutral at 35.51 vs 35.48 (+0.1%)
- closed below delta neutral at 35.24 vs 35.43 (-0.5%)
- closed above delta neutral at 35.68 vs 35.40 (+0.8%)
- closed below delta neutral at 35.23 vs 35.35 (-0.4%)
- closed above delta neutral at 35.28 vs 34.99 (+0.8%)
- closed below delta neutral at 34.63 vs 34.82 (-0.6%)
- closed above delta neutral at 35.04 vs 35.01 (+0.1%)
In today's screens
Neighbours by open interest
Questions people ask about FXI
Where is FXI's gamma max today?
As of Sep 11, 2026, the gamma max for FXI is 38.45, +11.5% from the 34.49 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 FXI above or below its delta neutral price?
FXI closed below delta neutral: 34.49 against a delta neutral price of 35.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FXI have?
3,828,527 contracts of open interest across 688 listed contracts on Sep 11, 2026, -0.4% 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.