NAK gamma max, delta neutral & open interest levels
As of close · rank #405 by open interest · 1,379 sessions of history since Dec 1, 2020
NAK closed 64.5% above its gamma max of 0.50. It is 68.2% above the delta neutral price of 0.45. Total open interest is 217,185, -0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 81% |
| Gamma max crosses | 39 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 19th |
| Open interest change, 5 sessions | +1.2% |
| Open interest change, 21 sessions | -9.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 1.56 vs 1.46 (+6.4%)
- closed below gamma max at 1.68 vs 1.72 (-2.6%)
- closed above gamma max at 1.74 vs 1.46 (+16.2%)
- closed below gamma max at 1.66 vs 1.85 (-11.5%)
- closed above gamma max at 1.66 vs 1.51 (+9.0%)
- closed below gamma max at 1.70 vs 1.85 (-8.7%)
- closed above gamma max at 1.69 vs 1.64 (+2.7%)
- closed below gamma max at 1.60 vs 1.73 (-7.8%)
- closed above gamma max at 1.87 vs 1.64 (+12.2%)
- closed below gamma max at 1.86 vs 1.87 (-0.8%)
In today's screens
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Neighbours by open interest
Questions people ask about NAK
Where is NAK's gamma max today?
As of Sep 11, 2026, the gamma max for NAK is 0.50, -64.5% from the 1.41 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 NAK above or below its delta neutral price?
NAK closed above delta neutral: 1.41 against a delta neutral price of 0.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NAK have?
217,185 contracts of open interest across 116 listed contracts on Sep 11, 2026, -0.5% 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.