NRGV gamma max, delta neutral & open interest levels
As of close · rank #431 by open interest · 1,072 sessions of history since Feb 14, 2022
NRGV closed 10.2% above its gamma max of 3.87. It is 54.5% above the delta neutral price of 1.96. Total open interest is 200,925, +0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 90% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +18.6% |
| Open interest change, 21 sessions | +8.6% |
| History available | Feb 14, 2022 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 3.79 vs 3.64 (+3.9%)
- closed below gamma max at 3.40 vs 3.47 (-2.0%)
- closed above gamma max at 3.80 vs 2.90 (+23.7%)
- closed below gamma max at 3.74 vs 3.93 (-5.0%)
- closed above gamma max at 3.44 vs 1.89 (+45.0%)
- closed below gamma max at 3.72 vs 4.14 (-11.4%)
- closed above gamma max at 4.10 vs 1.03 (+74.8%)
- closed below gamma max at 4.33 vs 4.71 (-8.8%)
- closed above gamma max at 3.60 vs 3.22 (+10.7%)
- closed below gamma max at 3.50 vs 3.85 (-9.9%)
In today's screens
Neighbours by open interest
Questions people ask about NRGV
Where is NRGV's gamma max today?
As of Sep 11, 2026, the gamma max for NRGV is 3.87, -10.2% from the 4.31 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 NRGV above or below its delta neutral price?
NRGV closed above delta neutral: 4.31 against a delta neutral price of 1.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NRGV have?
200,925 contracts of open interest across 129 listed contracts on Sep 11, 2026, +0.5% 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.