NDAQ gamma max, delta neutral & open interest levels
As of close · rank #1266 by open interest · snapshot page
NDAQ closed 6.3% below its gamma max of 96.96. It is 1.7% above the delta neutral price of 89.60. Total open interest is 33,882, -3.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NDAQ
Where is NDAQ's gamma max today?
As of Sep 11, 2026, the gamma max for NDAQ is 96.96, +6.3% from the 91.19 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 NDAQ above or below its delta neutral price?
NDAQ closed above delta neutral: 91.19 against a delta neutral price of 89.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NDAQ have?
33,882 contracts of open interest across 374 listed contracts on Sep 11, 2026, -3.5% 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.