NFGC gamma max, delta neutral & open interest levels
As of close · rank #1548 by open interest · snapshot page
NFGC closed 5.7% below its gamma max of 1.79. It is 57.0% above the delta neutral price of 0.73. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 22,029, +1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NFGC
Where is NFGC's gamma max today?
As of Sep 11, 2026, the gamma max for NFGC is 1.79, +5.7% from the 1.69 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 NFGC above or below its delta neutral price?
NFGC closed above delta neutral: 1.69 against a delta neutral price of 0.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NFGC have?
22,029 contracts of open interest across 41 listed contracts on Sep 11, 2026, +1.0% 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.