NVDL gamma max, delta neutral & open interest levels
As of close · rank #290 by open interest · 675 sessions of history since Sep 20, 2023
NVDL closed 15.3% below its gamma max of 38.99. It is 33.7% above the delta neutral price of 22.40. Total open interest is 350,755, -10.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 32 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 83th |
| Open interest change, 5 sessions | -10.9% |
| Open interest change, 21 sessions | -7.9% |
| History available | Sep 20, 2023 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 34.36 vs 36.03 (-4.8%)
- closed above gamma max at 36.43 vs 36.07 (+1.0%)
- closed below gamma max at 34.84 vs 35.15 (-0.9%)
- closed above gamma max at 34.95 vs 34.12 (+2.4%)
- closed above delta neutral at 28.42 vs 23.69 (+16.6%)
- closed below delta neutral at 28.41 vs 31.80 (-11.9%)
- closed below gamma max at 114.33 vs 115.88 (-1.4%)
- closed above gamma max at 104.41 vs 103.13 (+1.2%)
- closed below gamma max at 106.92 vs 109.85 (-2.7%)
- closed above gamma max at 102.22 vs 98.14 (+4.0%)
In today's screens
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Neighbours by open interest
Questions people ask about NVDL
Where is NVDL's gamma max today?
As of Sep 11, 2026, the gamma max for NVDL is 38.99, +15.3% from the 33.80 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 NVDL above or below its delta neutral price?
NVDL closed above delta neutral: 33.80 against a delta neutral price of 22.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVDL have?
350,755 contracts of open interest across 954 listed contracts on Sep 11, 2026, -10.4% 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.