Data through close

NTAP gamma max, delta neutral & open interest levels

As of close · rank #914 by open interest · snapshot page

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Close
199.28
prev 183.60
Gamma max
214.20
+7.5% from close
Delta neutral
167.07
-16.2% from close
Gamma neutral
178.83
-10.3% from close
Open interest
61,108
+1.1% vs prev
Contracts listed
462
273 calls · 231 puts

NTAP closed 7.5% below its gamma max of 214.20. It is 16.2% above the delta neutral price of 167.07. Total open interest is 61,108, +1.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about NTAP

Where is NTAP's gamma max today?

As of Sep 11, 2026, the gamma max for NTAP is 214.20, +7.5% from the 199.28 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 NTAP above or below its delta neutral price?

NTAP closed above delta neutral: 199.28 against a delta neutral price of 167.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NTAP have?

61,108 contracts of open interest across 462 listed contracts on Sep 11, 2026, +1.1% 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.