NFLX gamma max, delta neutral & open interest levels
As of close · rank #17 by open interest · 1,379 sessions of history since Dec 1, 2020
NFLX closed 15.9% below its gamma max of 89.74. It is 5.0% above the delta neutral price of 73.51. Total open interest is 5,180,433, -1.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 28 |
| Open interest percentile (1y) | 27th |
| Open interest change, 5 sessions | -0.3% |
| Open interest change, 21 sessions | -7.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 71.71 vs 71.18 (+0.7%)
- closed below delta neutral at 73.17 vs 73.41 (-0.3%)
- closed above delta neutral at 72.39 vs 71.03 (+1.9%)
- closed below delta neutral at 73.37 vs 74.00 (-0.9%)
- closed above delta neutral at 77.65 vs 74.92 (+3.5%)
- closed below delta neutral at 72.88 vs 76.38 (-4.8%)
- closed above delta neutral at 77.38 vs 77.34 (+0.1%)
- closed below delta neutral at 78.72 vs 79.78 (-1.3%)
- closed above delta neutral at 81.68 vs 81.15 (+0.6%)
- closed below delta neutral at 80.34 vs 80.45 (-0.1%)
In today's screens
Neighbours by open interest
Questions people ask about NFLX
Where is NFLX's gamma max today?
As of Sep 11, 2026, the gamma max for NFLX is 89.74, +15.9% from the 77.40 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 NFLX above or below its delta neutral price?
NFLX closed above delta neutral: 77.40 against a delta neutral price of 73.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NFLX have?
5,180,433 contracts of open interest across 2,424 listed contracts on Sep 11, 2026, -1.8% 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.