NASA gamma max, delta neutral & open interest levels
As of close · rank #922 by open interest · snapshot page
NASA closed 25.4% below its gamma max of 29.38. It is 1.0% above the delta neutral price of 23.22. Total open interest is 59,296, -1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NASA
Where is NASA's gamma max today?
As of Sep 11, 2026, the gamma max for NASA is 29.38, +25.4% from the 23.44 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 NASA above or below its delta neutral price?
NASA closed above delta neutral: 23.44 against a delta neutral price of 23.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NASA have?
59,296 contracts of open interest across 487 listed contracts on Sep 11, 2026, -1.9% 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.