NBIS gamma max, delta neutral & open interest levels
As of close · rank #80 by open interest · 468 sessions of history since Oct 30, 2024
NBIS closed 26.8% below its gamma max of 284.67. It is 27.0% above the delta neutral price of 163.98. Total open interest is 1,336,453, -5.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 91th |
| Open interest change, 5 sessions | -2.2% |
| Open interest change, 21 sessions | -2.8% |
| History available | Oct 30, 2024 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 268.85 vs 273.04 (-1.6%)
- closed above gamma max at 277.58 vs 265.68 (+4.3%)
- closed below gamma max at 255.04 vs 258.54 (-1.4%)
- closed above gamma max at 259.20 vs 243.89 (+5.9%)
- closed above delta neutral at 188.43 vs 157.58 (+16.4%)
- closed below delta neutral at 148.22 vs 152.54 (-2.9%)
- closed below gamma max at 184.77 vs 198.39 (-7.4%)
- closed above gamma max at 195.09 vs 192.41 (+1.4%)
- closed below gamma max at 175.92 vs 185.52 (-5.5%)
- closed above gamma max at 176.42 vs 172.89 (+2.0%)
In today's screens
Neighbours by open interest
Questions people ask about NBIS
Where is NBIS's gamma max today?
As of Sep 11, 2026, the gamma max for NBIS is 284.67, +26.8% from the 224.55 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 NBIS above or below its delta neutral price?
NBIS closed above delta neutral: 224.55 against a delta neutral price of 163.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NBIS have?
1,336,453 contracts of open interest across 1,859 listed contracts on Sep 11, 2026, -5.6% 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.