NFE gamma max, delta neutral & open interest levels
As of close · rank #415 by open interest · 1,379 sessions of history since Dec 1, 2020
NFE closed 51.7% below its gamma max of 0.50. It is 178.6% below the delta neutral price of 0.92. Total open interest is 208,702, +0.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 46 |
| Open interest percentile (1y) | 7th |
| Open interest change, 5 sessions | -1.0% |
| Open interest change, 21 sessions | -1.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 0.33 vs 0.92 (-178.6%)
- closed above delta neutral at 0.29 vs 0.29 (+1.4%)
- closed below delta neutral at 0.31 vs 0.31 (-1.6%)
- closed above delta neutral at 0.28 vs 0.27 (+2.7%)
- closed below delta neutral at 0.28 vs 0.32 (-17.7%)
- closed above delta neutral at 0.30 vs 0.26 (+14.2%)
- closed below delta neutral at 0.30 vs 0.36 (-21.5%)
- closed above delta neutral at 0.29 vs 0.29 (+2.1%)
- closed below delta neutral at 0.33 vs 0.34 (-1.9%)
- closed above delta neutral at 0.33 vs 0.27 (+19.2%)
In today's screens
Neighbours by open interest
Questions people ask about NFE
Where is NFE's gamma max today?
As of Sep 11, 2026, the gamma max for NFE is 0.50, +51.7% from the 0.33 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 NFE above or below its delta neutral price?
NFE closed below delta neutral: 0.33 against a delta neutral price of 0.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NFE have?
208,702 contracts of open interest across 94 listed contracts on Sep 11, 2026, +0.3% 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.