NEBX gamma max, delta neutral & open interest levels
As of close · rank #1245 by open interest · snapshot page
NEBX closed 22.5% below its gamma max of 30.92. It is 8.1% above the delta neutral price of 23.20. Total open interest is 34,861, +1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NEBX
Where is NEBX's gamma max today?
As of Sep 11, 2026, the gamma max for NEBX is 30.92, +22.5% from the 25.25 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 NEBX above or below its delta neutral price?
NEBX closed above delta neutral: 25.25 against a delta neutral price of 23.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NEBX have?
34,861 contracts of open interest across 378 listed contracts on Sep 11, 2026, +1.7% 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.