NE gamma max, delta neutral & open interest levels
As of close · rank #1132 by open interest · snapshot page
NE closed 1.7% below its gamma max of 46.06. It is 33.9% above the delta neutral price of 29.92. Total open interest is 41,293, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NE
Where is NE's gamma max today?
As of Sep 11, 2026, the gamma max for NE is 46.06, +1.7% from the 45.28 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 NE above or below its delta neutral price?
NE closed above delta neutral: 45.28 against a delta neutral price of 29.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NE have?
41,293 contracts of open interest across 179 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.