NAIL gamma max, delta neutral & open interest levels
As of close · rank #964 by open interest · snapshot page
NAIL closed 58.5% below its gamma max of 48.19. It is 6.9% below the delta neutral price of 32.51. Total open interest is 55,491, -9.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NAIL
Where is NAIL's gamma max today?
As of Sep 11, 2026, the gamma max for NAIL is 48.19, +58.5% from the 30.41 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 NAIL above or below its delta neutral price?
NAIL closed below delta neutral: 30.41 against a delta neutral price of 32.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NAIL have?
55,491 contracts of open interest across 897 listed contracts on Sep 11, 2026, -9.1% 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.