NEO gamma max, delta neutral & open interest levels
As of close · rank #1860 by open interest · snapshot page
NEO closed 7.5% above its gamma max of 16.03. It is 65.5% above the delta neutral price of 5.97. Total open interest is 14,702, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NEO
Where is NEO's gamma max today?
As of Sep 11, 2026, the gamma max for NEO is 16.03, -7.5% from the 17.32 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 NEO above or below its delta neutral price?
NEO closed above delta neutral: 17.32 against a delta neutral price of 5.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NEO have?
14,702 contracts of open interest across 114 listed contracts on Sep 11, 2026, +0.0% 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.