NUCL gamma max, delta neutral & open interest levels
As of close · rank #1629 by open interest · snapshot page
NUCL closed 1.8% below its gamma max of 6.37. It is 20.1% above the delta neutral price of 5.00. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 19,947, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NUCL
Where is NUCL's gamma max today?
As of Sep 11, 2026, the gamma max for NUCL is 6.37, +1.8% from the 6.26 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 NUCL above or below its delta neutral price?
NUCL closed above delta neutral: 6.26 against a delta neutral price of 5.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NUCL have?
19,947 contracts of open interest across 82 listed contracts on Sep 11, 2026, +0.4% 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.