NEOG gamma max, delta neutral & open interest levels
As of close · rank #1534 by open interest · snapshot page
NEOG closed 2.0% below its gamma max of 12.02. It is 22.1% above the delta neutral price of 9.18. Total open interest is 22,307, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NEOG
Where is NEOG's gamma max today?
As of Sep 11, 2026, the gamma max for NEOG is 12.02, +2.0% from the 11.78 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 NEOG above or below its delta neutral price?
NEOG closed above delta neutral: 11.78 against a delta neutral price of 9.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NEOG have?
22,307 contracts of open interest across 35 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.