NEXA gamma max, delta neutral & open interest levels
As of close · rank #1394 by open interest · snapshot page
NEXA closed 12.7% below its gamma max of 15.00. It is 3.8% above the delta neutral price of 12.80. Total open interest is 27,757, +80.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NEXA
Where is NEXA's gamma max today?
As of Sep 11, 2026, the gamma max for NEXA is 15.00, +12.7% from the 13.31 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 NEXA above or below its delta neutral price?
NEXA closed above delta neutral: 13.31 against a delta neutral price of 12.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NEXA have?
27,757 contracts of open interest across 89 listed contracts on Sep 11, 2026, +80.7% 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.