NKE gamma max, delta neutral & open interest levels
As of close · rank #51 by open interest · 1,379 sessions of history since Dec 1, 2020
NKE closed 22.4% below its gamma max of 45.06. It is 10.7% below the delta neutral price of 40.73. Total open interest is 2,143,729, -2.9% 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 | 2 |
| Delta neutral crosses | 19 |
| Open interest percentile (1y) | 95th |
| Open interest change, 5 sessions | -8.0% |
| Open interest change, 21 sessions | +5.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 46.22 vs 49.14 (-6.3%)
- closed above gamma max at 47.35 vs 47.21 (+0.3%)
- closed below delta neutral at 63.09 vs 64.19 (-1.7%)
- closed above delta neutral at 64.82 vs 64.12 (+1.1%)
- closed below delta neutral at 62.70 vs 63.80 (-1.8%)
- closed above delta neutral at 64.22 vs 64.11 (+0.2%)
- closed below delta neutral at 63.09 vs 63.79 (-1.1%)
- closed above delta neutral at 63.71 vs 62.29 (+2.2%)
- closed below delta neutral at 65.69 vs 65.90 (-0.3%)
- closed above delta neutral at 65.79 vs 65.42 (+0.6%)
In today's screens
Neighbours by open interest
Questions people ask about NKE
Where is NKE's gamma max today?
As of Sep 11, 2026, the gamma max for NKE is 45.06, +22.4% from the 36.80 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 NKE above or below its delta neutral price?
NKE closed below delta neutral: 36.80 against a delta neutral price of 40.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NKE have?
2,143,729 contracts of open interest across 828 listed contracts on Sep 11, 2026, -2.9% 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.