NIO gamma max, delta neutral & open interest levels
As of close · rank #42 by open interest · 1,379 sessions of history since Dec 1, 2020
NIO closed 11.7% below its gamma max of 4.12. It is 3.0% below the delta neutral price of 3.80. Total open interest is 2,463,706, -1.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 1 |
| Open interest percentile (1y) | 23th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | +3.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 4.05 vs 4.06 (-0.2%)
- closed below gamma max at 5.03 vs 5.88 (-16.8%)
- closed above gamma max at 5.01 vs 5.00 (+0.2%)
- closed below gamma max at 6.91 vs 7.40 (-7.2%)
- closed above gamma max at 7.02 vs 6.89 (+1.8%)
- closed below gamma max at 6.09 vs 6.14 (-0.8%)
- closed above gamma max at 6.34 vs 5.89 (+7.1%)
- closed below gamma max at 4.92 vs 5.05 (-2.6%)
- closed above gamma max at 5.01 vs 4.92 (+1.8%)
- closed below gamma max at 4.11 vs 4.42 (-7.5%)
In today's screens
Neighbours by open interest
Questions people ask about NIO
Where is NIO's gamma max today?
As of Sep 11, 2026, the gamma max for NIO is 4.12, +11.7% from the 3.69 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 NIO above or below its delta neutral price?
NIO closed below delta neutral: 3.69 against a delta neutral price of 3.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NIO have?
2,463,706 contracts of open interest across 310 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.