NTES gamma max, delta neutral & open interest levels
As of close · rank #1614 by open interest · snapshot page
NTES closed 27.1% below its gamma max of 146.89. It is 3.8% below the delta neutral price of 120.06. Total open interest is 20,356, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NTES
Where is NTES's gamma max today?
As of Sep 11, 2026, the gamma max for NTES is 146.89, +27.1% from the 115.61 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 NTES above or below its delta neutral price?
NTES closed below delta neutral: 115.61 against a delta neutral price of 120.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NTES have?
20,356 contracts of open interest across 267 listed contracts on Sep 11, 2026, +0.7% 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.