NGL gamma max, delta neutral & open interest levels
As of close · rank #1937 by open interest · snapshot page
NGL closed 6.2% below its gamma max of 18.67. It is 35.1% above the delta neutral price of 11.41. Total open interest is 13,303, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NGL
Where is NGL's gamma max today?
As of Sep 11, 2026, the gamma max for NGL is 18.67, +6.2% from the 17.58 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 NGL above or below its delta neutral price?
NGL closed above delta neutral: 17.58 against a delta neutral price of 11.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NGL have?
13,303 contracts of open interest across 72 listed contracts on Sep 11, 2026, +0.1% 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.