NN gamma max, delta neutral & open interest levels
As of close · rank #180 by open interest · 692 sessions of history since Aug 25, 2023
NN closed 12.1% below its gamma max of 17.02. It is 43.5% above the delta neutral price of 8.57. Total open interest is 617,344, -4.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 48% |
| Gamma max crosses | 51 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +6.0% |
| Open interest change, 21 sessions | +20.8% |
| History available | Aug 25, 2023 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 15.79 vs 16.27 (-3.0%)
- closed above gamma max at 17.55 vs 16.89 (+3.8%)
- closed below gamma max at 19.20 vs 19.22 (-0.1%)
- closed above gamma max at 17.83 vs 15.89 (+10.9%)
- closed below gamma max at 15.43 vs 17.53 (-13.6%)
- closed above gamma max at 16.31 vs 15.64 (+4.1%)
- closed below gamma max at 15.00 vs 15.12 (-0.8%)
- closed above gamma max at 14.82 vs 14.02 (+5.4%)
- closed below gamma max at 19.57 vs 20.34 (-3.9%)
- closed above gamma max at 19.42 vs 16.55 (+14.8%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about NN
Where is NN's gamma max today?
As of Sep 11, 2026, the gamma max for NN is 17.02, +12.1% from the 15.18 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 NN above or below its delta neutral price?
NN closed above delta neutral: 15.18 against a delta neutral price of 8.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NN have?
617,344 contracts of open interest across 419 listed contracts on Sep 11, 2026, -4.3% 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.