NET gamma max, delta neutral & open interest levels
As of close · rank #412 by open interest · 1,379 sessions of history since Dec 1, 2020
NET closed 7.1% below its gamma max of 328.24. It is 21.2% above the delta neutral price of 241.64. Total open interest is 212,224, -3.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 65th |
| Open interest change, 5 sessions | +2.6% |
| Open interest change, 21 sessions | -5.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 269.43 vs 282.41 (-4.8%)
- closed above gamma max at 268.45 vs 261.52 (+2.6%)
- closed below gamma max at 275.58 vs 275.96 (-0.1%)
- closed above gamma max at 268.71 vs 264.19 (+1.7%)
- closed below gamma max at 265.82 vs 274.57 (-3.3%)
- closed above gamma max at 270.77 vs 249.42 (+7.9%)
- closed below gamma max at 196.13 vs 229.62 (-17.1%)
- closed above gamma max at 244.43 vs 229.51 (+6.1%)
- closed above delta neutral at 184.02 vs 167.07 (+9.2%)
- closed below delta neutral at 166.99 vs 169.08 (-1.3%)
In today's screens
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Neighbours by open interest
Questions people ask about NET
Where is NET's gamma max today?
As of Sep 11, 2026, the gamma max for NET is 328.24, +7.1% from the 306.53 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 NET above or below its delta neutral price?
NET closed above delta neutral: 306.53 against a delta neutral price of 241.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NET have?
212,224 contracts of open interest across 1,280 listed contracts on Sep 11, 2026, -3.6% 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.