NOK gamma max, delta neutral & open interest levels
As of close · rank #26 by open interest · 1,379 sessions of history since Dec 1, 2020
NOK closed 2.9% below its gamma max of 11.45. It is 15.6% above the delta neutral price of 9.40. Total open interest is 3,667,022, -1.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 19% |
| Gamma max crosses | 41 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 85th |
| Open interest change, 5 sessions | +2.5% |
| Open interest change, 21 sessions | -2.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 9.09 vs 8.72 (+4.1%)
- closed below delta neutral at 8.93 vs 8.95 (-0.2%)
- closed below gamma max at 16.62 vs 17.22 (-3.6%)
- closed above gamma max at 14.82 vs 14.42 (+2.7%)
- closed below gamma max at 15.66 vs 16.02 (-2.3%)
- closed above gamma max at 15.46 vs 14.42 (+6.7%)
- closed below gamma max at 14.46 vs 14.66 (-1.4%)
- closed above gamma max at 14.71 vs 13.54 (+8.0%)
- closed below gamma max at 13.18 vs 13.78 (-4.5%)
- closed above gamma max at 12.82 vs 12.32 (+3.9%)
In today's screens
Neighbours by open interest
Questions people ask about NOK
Where is NOK's gamma max today?
As of Sep 11, 2026, the gamma max for NOK is 11.45, +2.9% from the 11.13 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 NOK above or below its delta neutral price?
NOK closed above delta neutral: 11.13 against a delta neutral price of 9.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NOK have?
3,667,022 contracts of open interest across 634 listed contracts on Sep 11, 2026, -1.4% 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.