NAT gamma max, delta neutral & open interest levels
As of close · rank #1075 by open interest · snapshot page
NAT closed 5.7% above its gamma max of 7.03. It is 15.9% above the delta neutral price of 6.28. Total open interest is 44,878, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NAT
Where is NAT's gamma max today?
As of Sep 11, 2026, the gamma max for NAT is 7.03, -5.7% from the 7.46 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 NAT above or below its delta neutral price?
NAT closed above delta neutral: 7.46 against a delta neutral price of 6.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NAT have?
44,878 contracts of open interest across 69 listed contracts on Sep 11, 2026, +1.2% 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.