Data through close

NNBR gamma max, delta neutral & open interest levels

As of close · rank #1863 by open interest · snapshot page

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3.58
prev 3.56
Gamma max
Delta neutral
Gamma neutral
Open interest
14,670
-0.2% vs prev
Contracts listed
17
11 calls · 7 puts

Total open interest is 14,670, -0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about NNBR

Where is NNBR's gamma max today?

No gamma max could be computed for NNBR on Sep 11, 2026. 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 NNBR above or below its delta neutral price?

No delta neutral price was available for NNBR on Sep 11, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NNBR have?

14,670 contracts of open interest across 17 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.