NAMS gamma max, delta neutral & open interest levels
As of close · rank #1154 by open interest · snapshot page
NAMS closed 37.0% below its gamma max of 31.24. It is 10.9% below the delta neutral price of 25.28. Total open interest is 40,009, -1.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about NAMS
Where is NAMS's gamma max today?
As of Sep 11, 2026, the gamma max for NAMS is 31.24, +37.0% from the 22.80 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 NAMS above or below its delta neutral price?
NAMS closed below delta neutral: 22.80 against a delta neutral price of 25.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NAMS have?
40,009 contracts of open interest across 99 listed contracts on Sep 11, 2026, -1.0% 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.