NDX gamma max, delta neutral & open interest levels
As of close · rank #448 by open interest · 1,372 sessions of history since Dec 1, 2020
NDX closed 2.8% below its gamma max of 30,177.53. It is 0.5% above the delta neutral price of 29,216.11. Total open interest is 189,305, -2.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 22 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | +1.0% |
| Open interest change, 21 sessions | +6.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 29,482.32 vs 29,174.31 (+1.0%)
- closed below delta neutral at 29,077.22 vs 29,154.91 (-0.3%)
- closed above delta neutral at 29,209.23 vs 29,098.39 (+0.4%)
- closed below delta neutral at 29,023.18 vs 29,101.16 (-0.3%)
- closed above delta neutral at 28,776.80 vs 28,500.04 (+1.0%)
- closed below delta neutral at 28,454.81 vs 28,772.40 (-1.1%)
- closed above delta neutral at 29,155.18 vs 28,903.97 (+0.9%)
- closed below delta neutral at 29,025.77 vs 29,130.85 (-0.4%)
- closed below gamma max at 29,320.66 vs 29,946.02 (-2.1%)
- closed above gamma max at 29,234.99 vs 29,101.69 (+0.5%)
In today's screens
Neighbours by open interest
Questions people ask about NDX
Where is NDX's gamma max today?
As of Sep 11, 2026, the gamma max for NDX is 30,177.53, +2.8% from the 29,368.44 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 NDX above or below its delta neutral price?
NDX closed above delta neutral: 29,368.44 against a delta neutral price of 29,216.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NDX have?
189,305 contracts of open interest across 5,343 listed contracts on Sep 11, 2026, -2.0% 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.