NMM gamma max, delta neutral & open interest levels
As of close · rank #1611 by open interest · snapshot page
NMM closed 0.3% below its gamma max of 92.63. It is 17.2% above the delta neutral price of 76.45. Total open interest is 20,550, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NMM
Where is NMM's gamma max today?
As of Sep 11, 2026, the gamma max for NMM is 92.63, +0.3% from the 92.35 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 NMM above or below its delta neutral price?
NMM closed above delta neutral: 92.35 against a delta neutral price of 76.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NMM have?
20,550 contracts of open interest across 176 listed contracts on Sep 11, 2026, +0.2% 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.