NVD gamma max, delta neutral & open interest levels
As of close · rank #1573 by open interest · snapshot page
NVD closed 0.4% below its gamma max of 4.00. It is 12.5% above the delta neutral price of 3.49. Total open interest is 21,397, +3.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NVD
Where is NVD's gamma max today?
As of Sep 11, 2026, the gamma max for NVD is 4.00, +0.4% from the 3.99 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 NVD above or below its delta neutral price?
NVD closed above delta neutral: 3.99 against a delta neutral price of 3.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVD have?
21,397 contracts of open interest across 144 listed contracts on Sep 11, 2026, +3.1% 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.