NBR gamma max, delta neutral & open interest levels
As of close · rank #2032 by open interest · snapshot page
NBR closed 11.8% below its gamma max of 101.27. It is 20.8% above the delta neutral price of 71.78. Total open interest is 11,862, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NBR
Where is NBR's gamma max today?
As of Sep 11, 2026, the gamma max for NBR is 101.27, +11.8% from the 90.60 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 NBR above or below its delta neutral price?
NBR closed above delta neutral: 90.60 against a delta neutral price of 71.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NBR have?
11,862 contracts of open interest across 94 listed contracts on Sep 11, 2026, +0.0% 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.