NEM gamma max, delta neutral & open interest levels
As of close · rank #194 by open interest · 1,379 sessions of history since Dec 1, 2020
NEM closed 6.5% below its gamma max of 135.09. It is 12.7% above the delta neutral price of 110.69. Total open interest is 566,640, -1.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 50th |
| Open interest change, 5 sessions | -1.1% |
| Open interest change, 21 sessions | +1.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 131.84 vs 133.48 (-1.2%)
- closed above gamma max at 131.58 vs 131.24 (+0.3%)
- closed below gamma max at 126.93 vs 132.10 (-4.1%)
- closed above gamma max at 131.95 vs 131.93 (+0.0%)
- closed below gamma max at 114.15 vs 115.02 (-0.8%)
- closed above gamma max at 112.96 vs 110.37 (+2.3%)
- closed below gamma max at 104.73 vs 105.05 (-0.3%)
- closed above gamma max at 104.88 vs 102.19 (+2.6%)
- closed below gamma max at 86.32 vs 92.45 (-7.1%)
- closed above gamma max at 93.58 vs 93.36 (+0.2%)
In today's screens
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Neighbours by open interest
Questions people ask about NEM
Where is NEM's gamma max today?
As of Sep 11, 2026, the gamma max for NEM is 135.09, +6.5% from the 126.81 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 NEM above or below its delta neutral price?
NEM closed above delta neutral: 126.81 against a delta neutral price of 110.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NEM have?
566,640 contracts of open interest across 887 listed contracts on Sep 11, 2026, -1.2% 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.