NU gamma max, delta neutral & open interest levels
As of close · rank #55 by open interest · 1,116 sessions of history since Dec 16, 2021
NU closed 10.6% below its gamma max of 16.17. It is 6.4% above the delta neutral price of 13.68. Total open interest is 1,911,181, -5.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | +7.0% |
| Open interest change, 21 sessions | +5.3% |
| History available | Dec 16, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 14.74 vs 15.18 (-3.0%)
- closed above gamma max at 15.23 vs 15.10 (+0.9%)
- closed below gamma max at 14.19 vs 14.63 (-3.1%)
- closed above gamma max at 14.51 vs 14.51 (+0.0%)
- closed below gamma max at 13.88 vs 14.08 (-1.4%)
- closed above gamma max at 13.99 vs 13.99 (+0.0%)
- closed below gamma max at 13.39 vs 13.85 (-3.5%)
- closed above gamma max at 13.36 vs 13.00 (+2.7%)
- closed below gamma max at 13.13 vs 13.54 (-3.2%)
- closed above gamma max at 13.17 vs 13.04 (+1.0%)
In today's screens
Neighbours by open interest
Questions people ask about NU
Where is NU's gamma max today?
As of Sep 11, 2026, the gamma max for NU is 16.17, +10.6% from the 14.62 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 NU above or below its delta neutral price?
NU closed above delta neutral: 14.62 against a delta neutral price of 13.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NU have?
1,911,181 contracts of open interest across 489 listed contracts on Sep 11, 2026, -5.8% 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.