NOC gamma max, delta neutral & open interest levels
As of close · rank #1325 by open interest · snapshot page
NOC closed 14.2% below its gamma max of 592.63. It is 3.4% below the delta neutral price of 536.70. Total open interest is 30,784, +2.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NOC
Where is NOC's gamma max today?
As of Sep 11, 2026, the gamma max for NOC is 592.63, +14.2% from the 518.97 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 NOC above or below its delta neutral price?
NOC closed below delta neutral: 518.97 against a delta neutral price of 536.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NOC have?
30,784 contracts of open interest across 811 listed contracts on Sep 11, 2026, +2.1% 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.