NSC gamma max, delta neutral & open interest levels
As of close · rank #1796 by open interest · snapshot page
NSC closed 8.9% below its gamma max of 348.75. It is 1.5% below the delta neutral price of 324.98. Total open interest is 15,991, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NSC
Where is NSC's gamma max today?
As of Sep 11, 2026, the gamma max for NSC is 348.75, +8.9% from the 320.27 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 NSC above or below its delta neutral price?
NSC closed below delta neutral: 320.27 against a delta neutral price of 324.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NSC have?
15,991 contracts of open interest across 290 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.