FXY gamma max, delta neutral & open interest levels
As of close · rank #550 by open interest · 1,379 sessions of history since Dec 1, 2020
FXY closed 0.5% below its gamma max of 59.99. It is 5.3% above the delta neutral price of 56.54. Total open interest is 138,884, +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 | 3% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +10.3% |
| Open interest change, 21 sessions | +4.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 58.40 vs 58.70 (-0.5%)
- closed above gamma max at 58.60 vs 58.58 (+0.0%)
- closed below gamma max at 58.44 vs 58.52 (-0.1%)
- closed above gamma max at 58.63 vs 58.43 (+0.3%)
- closed below gamma max at 58.98 vs 59.34 (-0.6%)
- closed above gamma max at 59.28 vs 59.14 (+0.2%)
- closed below gamma max at 59.98 vs 60.70 (-1.2%)
- closed above gamma max at 60.19 vs 59.47 (+1.2%)
- closed below gamma max at 59.95 vs 60.08 (-0.2%)
- closed above gamma max at 60.36 vs 58.89 (+2.4%)
In today's screens
Neighbours by open interest
Questions people ask about FXY
Where is FXY's gamma max today?
As of Sep 11, 2026, the gamma max for FXY is 59.99, +0.5% from the 59.68 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 FXY above or below its delta neutral price?
FXY closed above delta neutral: 59.68 against a delta neutral price of 56.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FXY have?
138,884 contracts of open interest across 198 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.