NAVN gamma max, delta neutral & open interest levels
As of close · rank #1260 by open interest · snapshot page
NAVN closed 36.5% below its gamma max of 28.69. It is 11.4% above the delta neutral price of 18.63. Total open interest is 34,037, +10.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NAVN
Where is NAVN's gamma max today?
As of Sep 11, 2026, the gamma max for NAVN is 28.69, +36.5% from the 21.02 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 NAVN above or below its delta neutral price?
NAVN closed above delta neutral: 21.02 against a delta neutral price of 18.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NAVN have?
34,037 contracts of open interest across 72 listed contracts on Sep 11, 2026, +10.2% 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.