GFS gamma max, delta neutral & open interest levels
As of close · rank #615 by open interest · 1,130 sessions of history since Nov 26, 2021
GFS closed 19.7% below its gamma max of 56.22. It is 8.9% below the delta neutral price of 51.12. Total open interest is 112,770, +1.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 34% |
| Gamma max crosses | 19 |
| Delta neutral crosses | 1 |
| Open interest percentile (1y) | 71th |
| Open interest change, 5 sessions | +7.4% |
| Open interest change, 21 sessions | -9.1% |
| History available | Nov 26, 2021 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 61.41 vs 65.28 (-6.3%)
- closed below gamma max at 70.79 vs 92.27 (-30.3%)
- closed above gamma max at 66.68 vs 37.90 (+43.2%)
- closed below gamma max at 67.84 vs 82.07 (-21.0%)
- closed above gamma max at 73.84 vs 56.50 (+23.5%)
- closed below gamma max at 70.93 vs 72.12 (-1.7%)
- closed above gamma max at 54.75 vs 49.66 (+9.3%)
- closed below gamma max at 45.79 vs 46.75 (-2.1%)
- closed above gamma max at 41.24 vs 39.16 (+5.0%)
- closed below gamma max at 41.35 vs 42.77 (-3.4%)
In today's screens
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Neighbours by open interest
Questions people ask about GFS
Where is GFS's gamma max today?
As of Sep 11, 2026, the gamma max for GFS is 56.22, +19.7% from the 46.95 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 GFS above or below its delta neutral price?
GFS closed below delta neutral: 46.95 against a delta neutral price of 51.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GFS have?
112,770 contracts of open interest across 234 listed contracts on Sep 11, 2026, +1.6% 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.