NGG gamma max, delta neutral & open interest levels
As of close · rank #1919 by open interest · snapshot page
NGG closed 11.9% below its gamma max of 85.98. It is 2.6% below the delta neutral price of 78.83. Total open interest is 13,638, +1.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NGG
Where is NGG's gamma max today?
As of Sep 11, 2026, the gamma max for NGG is 85.98, +11.9% from the 76.86 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 NGG above or below its delta neutral price?
NGG closed below delta neutral: 76.86 against a delta neutral price of 78.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NGG have?
13,638 contracts of open interest across 98 listed contracts on Sep 11, 2026, +1.5% 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.