NRG gamma max, delta neutral & open interest levels
As of close · rank #458 by open interest · 1,379 sessions of history since Dec 1, 2020
NRG closed 19.3% below its gamma max of 135.41. It is 4.0% above the delta neutral price of 108.98. Total open interest is 181,791, +3.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 38 |
| Open interest percentile (1y) | 97th |
| Open interest change, 5 sessions | +4.1% |
| Open interest change, 21 sessions | -3.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 111.84 vs 111.76 (+0.1%)
- closed below delta neutral at 114.41 vs 114.46 (-0.0%)
- closed above delta neutral at 116.14 vs 114.61 (+1.3%)
- closed below delta neutral at 115.36 vs 115.40 (-0.0%)
- closed above delta neutral at 120.58 vs 118.02 (+2.1%)
- closed below delta neutral at 115.56 vs 115.61 (-0.0%)
- closed above delta neutral at 120.73 vs 119.23 (+1.2%)
- closed below delta neutral at 117.04 vs 122.04 (-4.3%)
- closed above delta neutral at 124.23 vs 123.13 (+0.9%)
- closed below delta neutral at 127.56 vs 127.83 (-0.2%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about NRG
Where is NRG's gamma max today?
As of Sep 11, 2026, the gamma max for NRG is 135.41, +19.3% from the 113.46 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 NRG above or below its delta neutral price?
NRG closed above delta neutral: 113.46 against a delta neutral price of 108.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NRG have?
181,791 contracts of open interest across 603 listed contracts on Sep 11, 2026, +3.2% 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.