NNE gamma max, delta neutral & open interest levels
As of close · rank #636 by open interest · 482 sessions of history since Oct 10, 2024
NNE closed 31.5% below its gamma max of 21.58. It is 8.1% below the delta neutral price of 17.73. Total open interest is 107,123, -6.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 25 |
| Open interest percentile (1y) | 47th |
| Open interest change, 5 sessions | -1.2% |
| Open interest change, 21 sessions | +11.7% |
| History available | Oct 10, 2024 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 17.36 vs 17.85 (-2.8%)
- closed above delta neutral at 19.35 vs 18.25 (+5.7%)
- closed below delta neutral at 17.97 vs 18.06 (-0.5%)
- closed above delta neutral at 18.85 vs 18.09 (+4.0%)
- closed below delta neutral at 18.23 vs 18.47 (-1.3%)
- closed above delta neutral at 17.58 vs 16.99 (+3.4%)
- closed below delta neutral at 20.19 vs 20.20 (-0.0%)
- closed above delta neutral at 21.32 vs 20.29 (+4.9%)
- closed below delta neutral at 20.64 vs 21.20 (-2.7%)
- closed below gamma max at 27.37 vs 29.90 (-9.3%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about NNE
Where is NNE's gamma max today?
As of Sep 11, 2026, the gamma max for NNE is 21.58, +31.5% from the 16.41 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 NNE above or below its delta neutral price?
NNE closed below delta neutral: 16.41 against a delta neutral price of 17.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NNE have?
107,123 contracts of open interest across 475 listed contracts on Sep 11, 2026, -6.8% 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.