Data through close

NBIX gamma max, delta neutral & open interest levels

As of close · rank #1701 by open interest · snapshot page

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Close
156.22
prev 156.57
Gamma max
79.81
-48.9% from close
Delta neutral
135.50
-13.3% from close
Gamma neutral
195.28
+25.0% from close
Open interest
18,308
+0.6% vs prev
Contracts listed
263
162 calls · 101 puts

NBIX closed 48.9% above its gamma max of 79.81. It is 13.3% above the delta neutral price of 135.50. Total open interest is 18,308, +0.6% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about NBIX

Where is NBIX's gamma max today?

As of Sep 11, 2026, the gamma max for NBIX is 79.81, -48.9% from the 156.22 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 NBIX above or below its delta neutral price?

NBIX closed above delta neutral: 156.22 against a delta neutral price of 135.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NBIX have?

18,308 contracts of open interest across 263 listed contracts on Sep 11, 2026, +0.6% 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.