NNDM gamma max, delta neutral & open interest levels
As of close · rank #558 by open interest · 1,379 sessions of history since Dec 1, 2020
NNDM closed 0.2% below its gamma max of 1.54. It is 19.2% above the delta neutral price of 1.24. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 135,403, -0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 73% |
| Gamma max crosses | 53 |
| Delta neutral crosses | 11 |
| Open interest percentile (1y) | 8th |
| Open interest change, 5 sessions | +0.3% |
| Open interest change, 21 sessions | -26.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 1.54 vs 1.54 (-0.2%)
- closed above gamma max at 1.52 vs 0.85 (+44.0%)
- closed below gamma max at 1.55 vs 1.75 (-12.6%)
- closed above gamma max at 1.60 vs 1.50 (+6.2%)
- closed below gamma max at 1.56 vs 1.82 (-16.6%)
- closed above gamma max at 1.58 vs 1.50 (+5.0%)
- closed below gamma max at 1.52 vs 1.67 (-10.2%)
- closed above gamma max at 1.53 vs 1.51 (+1.5%)
- closed below gamma max at 1.63 vs 1.99 (-22.3%)
- closed above gamma max at 1.63 vs 1.57 (+3.6%)
In today's screens
Neighbours by open interest
Questions people ask about NNDM
Where is NNDM's gamma max today?
As of Sep 11, 2026, the gamma max for NNDM is 1.54, +0.2% from the 1.54 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 NNDM above or below its delta neutral price?
NNDM closed above delta neutral: 1.54 against a delta neutral price of 1.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NNDM have?
135,403 contracts of open interest across 52 listed contracts on Sep 11, 2026, -0.1% 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.