NCLH gamma max, delta neutral & open interest levels
As of close · rank #174 by open interest · 1,379 sessions of history since Dec 1, 2020
NCLH closed 43.2% below its gamma max of 21.22. It is 15.4% below the delta neutral price of 17.10. Total open interest is 633,162, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 3 |
| Delta neutral crosses | 19 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | -0.2% |
| Open interest change, 21 sessions | +16.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 18.18 vs 18.63 (-2.5%)
- closed above delta neutral at 19.76 vs 18.60 (+5.9%)
- closed below delta neutral at 18.72 vs 18.84 (-0.6%)
- closed above delta neutral at 17.10 vs 17.09 (+0.1%)
- closed below delta neutral at 17.20 vs 18.58 (-8.0%)
- closed above delta neutral at 18.81 vs 18.58 (+1.2%)
- closed below delta neutral at 19.03 vs 19.07 (-0.2%)
- closed above delta neutral at 20.16 vs 19.37 (+3.9%)
- closed below delta neutral at 18.73 vs 19.19 (-2.5%)
- closed above delta neutral at 19.37 vs 19.24 (+0.7%)
In today's screens
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Neighbours by open interest
Questions people ask about NCLH
Where is NCLH's gamma max today?
As of Sep 11, 2026, the gamma max for NCLH is 21.22, +43.2% from the 14.82 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 NCLH above or below its delta neutral price?
NCLH closed below delta neutral: 14.82 against a delta neutral price of 17.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NCLH have?
633,162 contracts of open interest across 364 listed contracts on Sep 11, 2026, +0.1% 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.