NUE gamma max, delta neutral & open interest levels
As of close · rank #862 by open interest · snapshot page
NUE closed 5.3% below its gamma max of 273.10. It is 14.4% above the delta neutral price of 221.99. Total open interest is 67,279, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NUE
Where is NUE's gamma max today?
As of Sep 11, 2026, the gamma max for NUE is 273.10, +5.3% from the 259.43 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 NUE above or below its delta neutral price?
NUE closed above delta neutral: 259.43 against a delta neutral price of 221.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NUE have?
67,279 contracts of open interest across 474 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.