GFI gamma max, delta neutral & open interest levels
As of close · rank #878 by open interest · snapshot page
GFI closed 5.7% below its gamma max of 47.68. It is 6.3% below the delta neutral price of 47.96. Total open interest is 65,757, -7.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GFI
Where is GFI's gamma max today?
As of Sep 11, 2026, the gamma max for GFI is 47.68, +5.7% from the 45.10 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 GFI above or below its delta neutral price?
GFI closed below delta neutral: 45.10 against a delta neutral price of 47.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GFI have?
65,757 contracts of open interest across 119 listed contracts on Sep 11, 2026, -7.4% 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.