NOG gamma max, delta neutral & open interest levels
As of close · rank #1053 by open interest · snapshot page
NOG closed 8.4% above its gamma max of 24.36. It is 10.9% above the delta neutral price of 23.69. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 46,430, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NOG
Where is NOG's gamma max today?
As of Sep 11, 2026, the gamma max for NOG is 24.36, -8.4% from the 26.58 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 NOG above or below its delta neutral price?
NOG closed above delta neutral: 26.58 against a delta neutral price of 23.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NOG have?
46,430 contracts of open interest across 166 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.