NTR gamma max, delta neutral & open interest levels
As of close · rank #711 by open interest · snapshot page
NTR closed 4.4% below its gamma max of 81.89. It is 14.7% above the delta neutral price of 66.91. Total open interest is 92,155, -1.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NTR
Where is NTR's gamma max today?
As of Sep 11, 2026, the gamma max for NTR is 81.89, +4.4% from the 78.45 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 NTR above or below its delta neutral price?
NTR closed above delta neutral: 78.45 against a delta neutral price of 66.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NTR have?
92,155 contracts of open interest across 449 listed contracts on Sep 11, 2026, -1.4% 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.