NVCR gamma max, delta neutral & open interest levels
As of close · rank #1639 by open interest · snapshot page
NVCR closed 8.2% below its gamma max of 16.79. It is 41.6% above the delta neutral price of 9.05. Total open interest is 19,741, +2.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NVCR
Where is NVCR's gamma max today?
As of Sep 11, 2026, the gamma max for NVCR is 16.79, +8.2% from the 15.51 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 NVCR above or below its delta neutral price?
NVCR closed above delta neutral: 15.51 against a delta neutral price of 9.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVCR have?
19,741 contracts of open interest across 112 listed contracts on Sep 11, 2026, +2.0% 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.