NVAX gamma max, delta neutral & open interest levels
As of close · rank #377 by open interest · 1,378 sessions of history since Dec 1, 2020
NVAX closed 9.8% below its gamma max of 10.34. It is 20.0% above the delta neutral price of 7.53. Total open interest is 233,826, -3.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 14% |
| Gamma max crosses | 49 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 49th |
| Open interest change, 5 sessions | -4.7% |
| Open interest change, 21 sessions | +13.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 9.21 vs 9.49 (-3.1%)
- closed above gamma max at 9.44 vs 9.17 (+2.8%)
- closed below gamma max at 8.05 vs 9.84 (-22.2%)
- closed above gamma max at 7.96 vs 7.95 (+0.1%)
- closed below gamma max at 7.95 vs 8.15 (-2.5%)
- closed above gamma max at 7.95 vs 7.52 (+5.4%)
- closed below gamma max at 9.35 vs 9.81 (-4.9%)
- closed above gamma max at 9.74 vs 9.43 (+3.1%)
- closed below gamma max at 10.52 vs 10.85 (-3.1%)
- closed above gamma max at 10.97 vs 10.55 (+3.8%)
In today's screens
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Neighbours by open interest
Questions people ask about NVAX
Where is NVAX's gamma max today?
As of Sep 11, 2026, the gamma max for NVAX is 10.34, +9.8% from the 9.42 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 NVAX above or below its delta neutral price?
NVAX closed above delta neutral: 9.42 against a delta neutral price of 7.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVAX have?
233,826 contracts of open interest across 265 listed contracts on Sep 11, 2026, -3.6% 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.