DNOW gamma max, delta neutral & open interest levels
As of close · rank #1727 by open interest · snapshot page
DNOW closed 10.1% above its gamma max of 14.07. It is 27.3% above the delta neutral price of 11.37. Total open interest is 17,380, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DNOW
Where is DNOW's gamma max today?
As of Sep 11, 2026, the gamma max for DNOW is 14.07, -10.1% from the 15.65 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 DNOW above or below its delta neutral price?
DNOW closed above delta neutral: 15.65 against a delta neutral price of 11.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DNOW have?
17,380 contracts of open interest across 54 listed contracts on Sep 11, 2026, -0.2% 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.