NICE gamma max, delta neutral & open interest levels
As of close · rank #1072 by open interest · snapshot page
NICE closed 6.2% below its gamma max of 104.27. It is 13.3% above the delta neutral price of 85.16. Total open interest is 45,053, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NICE
Where is NICE's gamma max today?
As of Sep 11, 2026, the gamma max for NICE is 104.27, +6.2% from the 98.18 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 NICE above or below its delta neutral price?
NICE closed above delta neutral: 98.18 against a delta neutral price of 85.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NICE have?
45,053 contracts of open interest across 258 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.