NOW gamma max, delta neutral & open interest levels
As of close · rank #86 by open interest · 1,379 sessions of history since Dec 1, 2020
NOW closed 13.0% below its gamma max of 149.75. It is 13.1% above the delta neutral price of 115.15. Total open interest is 1,192,627, -3.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 69th |
| Open interest change, 5 sessions | -3.6% |
| Open interest change, 21 sessions | -13.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 144.71 vs 148.03 (-2.3%)
- closed above gamma max at 138.43 vs 137.49 (+0.7%)
- closed above delta neutral at 105.56 vs 99.32 (+5.9%)
- closed below delta neutral at 95.46 vs 99.46 (-4.2%)
- closed above delta neutral at 98.60 vs 96.81 (+1.8%)
- closed below delta neutral at 101.33 vs 101.61 (-0.3%)
- closed above delta neutral at 104.15 vs 102.11 (+2.0%)
- closed below delta neutral at 103.12 vs 103.63 (-0.5%)
- closed below gamma max at 127.57 vs 139.35 (-9.2%)
- closed above gamma max at 124.37 vs 120.49 (+3.1%)
In today's screens
Neighbours by open interest
Questions people ask about NOW
Where is NOW's gamma max today?
As of Sep 11, 2026, the gamma max for NOW is 149.75, +13.0% from the 132.53 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 NOW above or below its delta neutral price?
NOW closed above delta neutral: 132.53 against a delta neutral price of 115.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NOW have?
1,192,627 contracts of open interest across 1,762 listed contracts on Sep 11, 2026, -3.0% 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.