NEE gamma max, delta neutral & open interest levels
As of close · rank #233 by open interest · 1,379 sessions of history since Dec 1, 2020
NEE closed 7.8% below its gamma max of 88.77. It is 1.9% above the delta neutral price of 80.77. Total open interest is 471,270, -3.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 35th |
| Open interest change, 5 sessions | -0.4% |
| Open interest change, 21 sessions | -1.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 82.34 vs 81.74 (+0.7%)
- closed below delta neutral at 83.47 vs 84.76 (-1.6%)
- closed above delta neutral at 84.22 vs 84.12 (+0.1%)
- closed below delta neutral at 85.03 vs 85.96 (-1.1%)
- closed above delta neutral at 86.22 vs 84.41 (+2.1%)
- closed below delta neutral at 85.78 vs 86.31 (-0.6%)
- closed above delta neutral at 85.74 vs 85.30 (+0.5%)
- closed below delta neutral at 84.60 vs 85.42 (-1.0%)
- closed above delta neutral at 87.20 vs 87.12 (+0.1%)
- closed below delta neutral at 86.55 vs 87.18 (-0.7%)
In today's screens
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Neighbours by open interest
Questions people ask about NEE
Where is NEE's gamma max today?
As of Sep 11, 2026, the gamma max for NEE is 88.77, +7.8% from the 82.31 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 NEE above or below its delta neutral price?
NEE closed above delta neutral: 82.31 against a delta neutral price of 80.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NEE have?
471,270 contracts of open interest across 519 listed contracts on Sep 11, 2026, -3.2% 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.