NNN gamma max, delta neutral & open interest levels
As of close · rank #2119 by open interest · snapshot page
NNN closed 2.7% below its gamma max of 45.06. It is 0.8% below the delta neutral price of 44.21. Total open interest is 10,513, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NNN
Where is NNN's gamma max today?
As of Sep 11, 2026, the gamma max for NNN is 45.06, +2.7% from the 43.87 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 NNN above or below its delta neutral price?
NNN closed below delta neutral: 43.87 against a delta neutral price of 44.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NNN have?
10,513 contracts of open interest across 29 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.