NVDA gamma max, delta neutral & open interest levels
As of close · rank #3 by open interest · 1,379 sessions of history since Dec 1, 2020
NVDA closed 7.7% below its gamma max of 235.09. It is 13.9% above the delta neutral price of 187.86. Total open interest is 14,896,995, -4.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 35th |
| Open interest change, 5 sessions | -3.9% |
| Open interest change, 21 sessions | +4.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 218.99 vs 223.65 (-2.1%)
- closed above gamma max at 219.22 vs 219.00 (+0.1%)
- closed below gamma max at 225.32 vs 236.11 (-4.8%)
- closed above gamma max at 225.83 vs 225.10 (+0.3%)
- closed below gamma max at 213.07 vs 218.34 (-2.5%)
- closed above gamma max at 216.61 vs 214.48 (+1.0%)
- closed below gamma max at 198.35 vs 201.45 (-1.6%)
- closed above gamma max at 196.46 vs 195.66 (+0.4%)
- closed below gamma max at 202.89 vs 207.76 (-2.4%)
- closed above gamma max at 201.03 vs 200.09 (+0.5%)
In today's screens
Questions people ask about NVDA
Where is NVDA's gamma max today?
As of Sep 11, 2026, the gamma max for NVDA is 235.09, +7.7% from the 218.29 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 NVDA above or below its delta neutral price?
NVDA closed above delta neutral: 218.29 against a delta neutral price of 187.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVDA have?
14,896,995 contracts of open interest across 2,762 listed contracts on Sep 11, 2026, -4.0% 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.