NNOX gamma max, delta neutral & open interest levels
As of close · rank #1109 by open interest · snapshot page
NNOX closed 0.8% below its gamma max of 0.73. It is 67.9% above the delta neutral price of 0.23. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 42,521, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NNOX
Where is NNOX's gamma max today?
As of Sep 11, 2026, the gamma max for NNOX is 0.73, +0.8% from the 0.72 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 NNOX above or below its delta neutral price?
NNOX closed above delta neutral: 0.72 against a delta neutral price of 0.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NNOX have?
42,521 contracts of open interest across 55 listed contracts on Sep 11, 2026, +0.3% 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.