NMAX gamma max, delta neutral & open interest levels
As of close · rank #1489 by open interest · snapshot page
NMAX closed 4.4% below its gamma max of 11.89. It is 33.2% above the delta neutral price of 7.61. Total open interest is 24,127, -5.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NMAX
Where is NMAX's gamma max today?
As of Sep 11, 2026, the gamma max for NMAX is 11.89, +4.4% from the 11.39 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 NMAX above or below its delta neutral price?
NMAX closed above delta neutral: 11.39 against a delta neutral price of 7.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NMAX have?
24,127 contracts of open interest across 111 listed contracts on Sep 11, 2026, -5.9% 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.